福克-普朗克方程（Fokker–Planck equation）描述粒子在位能场中受到随机力后，随时间演化的位置或是速度的分布函数 。此方程序以荷兰物理学家阿德历安·福克与马克斯·普朗克的姓氏来命名。

一维 x方向上,福克-普朗克方程有两个参数，一是拖曳参数 D₁(x,t)，另一是扩散 D₂(x,t)

在 维空间中的福克-普朗克方程是

In statistical mechanics, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as well. It is named after Adriaan Fokker and Max Planck and is also known as the Kolmogorov forward equation (diffusion), named after Andrey Kolmogorov, who first introduced it in a 1931 paper. When applied to particle position distributions, it is better known as the Smoluchowski equation (after Marian Smoluchowski). The case with zero diffusion is known in statistical mechanics as the Liouville equation.