  In this paper we study solutions to stochastic differential equations (SDEs)
with discontinuous drift. We apply two approaches: The Euler-Maruyama method
and the Fokker-Planck equation and show that a candidate density function based
on the Euler-Maruyama method approximates a candidate density function based on
the stationary Fokker-Planck equation. Furthermore, we introduce a smooth
function which approximates the discontinuous drift and apply the
Euler-Maruyama method and the Fokker-Planck equation with this input. The point
of departure for this work is a particular SDE with discontinuous drift.
