Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription
نویسندگان
چکیده
منابع مشابه
Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription.
We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic α, prescription (α=0, 1/2, and 1, respectively, correspond to the Itô, Stratonovich and anti-Itô prescriptions). We obtain its stationary state p(st)(x) for a class of constitutive relations between drift and diffusion and show that it has a q-exponential form, p(st)(x)=N(q)[1-(1-q)βV...
متن کاملThe Fokker-Planck equation
In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...
متن کاملThe Fokker-Planck Equation
Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...
متن کاملFokker-Planck Equation
The Langevin equation approach to the evolution of the velocity distribution for the Brownian particle might leave you uncomfortable. A more formal treatment of this type of problem is given by the Fokker-Planck equation. We can either formulate the question in terms of the evolution of a nonstationary probability distribution from a defined initial condition, or in terms of the evolution of th...
متن کاملGeneralized Fokker-Planck equation: Derivation and exact solutions
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2014
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.90.032118