This post is going to be a brief introduction into the Fokker-Planck Equation and modeling it based off of a final project I worked on in class which is attached at the end of this post. We are going explain the Fokker-Plank equation and the usefulness of SDEs, attempt to solve the Fokker-Planck Equation for a harmonic oscillator, and then demonstrate the convergence of the method for different schemes. I am still working on writing/explaining this blog post, but I will include the manuscript here.