Maximum Path Information and Fokker-Planck Equation
Statistical Mechanics
2015-05-20 v1
Abstract
We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy) and the time t.
Cite
@article{arxiv.1011.3678,
title = {Maximum Path Information and Fokker-Planck Equation},
author = {Wei Li and Alexandre Wang and Alain Le Mehaute},
journal= {arXiv preprint arXiv:1011.3678},
year = {2015}
}
Comments
7 pages