Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription.
نویسندگان
چکیده
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(x)](1/(1-q)), with an index q which does not depend on α in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index q is α dependent.
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عنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 90 3 شماره
صفحات -
تاریخ انتشار 2014