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Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription

Statistical Mechanics 2014-09-24 v1

Abstract

We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic α\alpha-, prescription (α=0\alpha=0, 1/21/2 and 11 respectively correspond to the It\^o, Stratonovich and anti-It\^o prescriptions). We obtain its stationary state pst(x)p_{st}(x) for a class of constitutive relations between drift and diffusion and show that it has a qq-exponential form, pst(x)=Nq[1(1q)βV(x)]1/(1q)p_{st}(x) = N_q[1 - (1-q)\beta V(x)]^{1/(1-q)}, with an index qq which does not depend on α\alpha in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index qq is α\alpha-dependent.

Keywords

Cite

@article{arxiv.1406.2733,
  title  = {Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription},
  author = {Zochil González Arenas and Daniel G. Barci and Constantino Tsallis},
  journal= {arXiv preprint arXiv:1406.2733},
  year   = {2014}
}

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6 pages