Fokker–Planck equations in the simulation of complex systems

The present state of affairs in the description of real systems with chaotic dynamics calls for a new approach aimed at a more complete description of experiments. Such a description takes into account explicitly the inevitable uncertainties by means of an appropriate mathematical formalism and unites thereby deterministic kinetics and the various sources of stochasticity. A mathematical tool for such an approach is available in principle, since almost all real dynamical systems in continuous time can be described properly by a master equation.