English

Time evolution towards q-Gaussian stationary states through unified Ito-Stratonovich stochastic equation

Statistical Mechanics 2015-05-18 v1

Abstract

We consider a class of single-particle one-dimensional stochastic equations which include external field, additive and multiplicative noises. We use a parameter θ[0,1]\theta \in [0,1] which enables the unification of the traditional It\^o and Stratonovich approaches, now recovered respectively as the θ=0\theta=0 and θ=1/2\theta=1/2 particular cases to derive the associated Fokker-Planck equation (FPE). These FPE is a {\it linear} one, and its stationary state is given by a qq-Gaussian distribution with q=τ+2M(2θ)τ+2M(1θ)<3q = \frac{\tau + 2M (2 - \theta)}{\tau + 2M (1 - \theta)}<3, where τ0\tau \ge 0 characterizes the strength of the confining external field, and M0M \ge 0 is the (normalized) amplitude of the multiplicative noise. We also calculate the standard kurtosis κ1\kappa_1 and the qq-generalized kurtosis κq\kappa_q (i.e., the standard kurtosis but using the escort distribution instead of the direct one). Through these two quantities we numerically follow the time evolution of the distributions. Finally, we exhibit how these quantities can be used as convenient calibrations for determining the index qq from numerical data obtained through experiments, observations or numerical computations.

Keywords

Cite

@article{arxiv.1004.0722,
  title  = {Time evolution towards q-Gaussian stationary states through unified Ito-Stratonovich stochastic equation},
  author = {B. Coutinho dos Santos and C. Tsallis},
  journal= {arXiv preprint arXiv:1004.0722},
  year   = {2015}
}

Comments

9 pages, 2 figures