Solving Fokker-Planck Equation in 2D using pdetool box

I am trying to solve the FPE in 2D using MATLAB pdetool box,

The equation is (with implied summation over repeated indices):

0 = d/dx_i (Drift_i * n) + d/dx_i (d/dx_j (Diffusion_ij * n ) ))

where my drift and diffusion coefficients are functions of position; i.e they may not be constants. I don't have them analytically, but I have another microscopic model that calculates these diffusion coefficients and gives them to me in a matrix, discretely. These are smooth functions in general, therefore I can interpolate them if I need to give "continuous" descriptions of them.

1) I am trying to do it using pdetool Box from MATLAB; but I am having trouble whether this equation fits into an "elliptic" function category. Or I need to do some preperation on the FPE, if yes, what exactly?

2) Also, is there a way to specify Drift and Diffusion coefficients that are changing as a function of (x,y)?

[Sarita]

Hi there,

Were you able to solve this? Thanks!

[Natalia]

hello, also interested in finding solution for the same problem.