# Stochastic Systems, Fokker-Planck and the Heat Equation via Haskell

DevFeed: [Stochastic Systems, Fokker-Planck and the Heat Equation via Haskell](<https://devfeed.tech/articles/stochastic-systems-fokker-planck-and-the-heat-equation-via-haskell-36145.md>)

Original publisher: [Read original article](<https://idontgetoutmuch.wordpress.com/2020/04/26/stochastic-systems-fokker-planck-and-the-heat-equation-via-haskell/>)

Author: Dominic Steinitz

Published: 2020-04-26T14:20:10Z

Content type: tutorial

Language: en

Sources: [Maths, Stats & Functional Programming](<https://devfeed.tech/sources/maths-stats-functional-programming.md>)

Topics: [systems](<https://devfeed.tech/topics/systems.md>), [Haskell](<https://devfeed.tech/topics/haskell.md>), [Library](<https://devfeed.tech/topics/library.md>), [C](<https://devfeed.tech/topics/c.md>)

Tags: [c](<https://devfeed.tech/tags/c.md>), [example](<https://devfeed.tech/tags/example.md>), [examples](<https://devfeed.tech/tags/examples.md>), [haskell](<https://devfeed.tech/tags/haskell.md>), [library](<https://devfeed.tech/tags/library.md>), [numerical-methods](<https://devfeed.tech/tags/numerical-methods.md>), [numerics](<https://devfeed.tech/tags/numerics.md>), [partial-differential-equations](<https://devfeed.tech/tags/partial-differential-equations.md>), [source](<https://devfeed.tech/tags/source.md>), [system](<https://devfeed.tech/tags/system.md>), [systems](<https://devfeed.tech/tags/systems.md>), [using](<https://devfeed.tech/tags/using.md>), [with](<https://devfeed.tech/tags/with.md>)

## AI overview

A short Haskell example models a stochastic system with the Fokker-Planck method, converts it to a partial differential equation, and solves a two-dimensional equation using SUNDIALS through the hmatrix-sundials library. The example is based on C examples included with the SUNDIALS source.

## Source excerpt

This is a short example of taking a stochastic system, using Fokker-Planck to convert it to a PDES and using SUNDIALS to solve a 2D partial differential equation in Haskell via the hmatrix-sundials library. The example is taken from the C examples that come with the SUNDIALS source. Here's the full blog.