Literature DB >> 25314406

Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription.

Zochil González Arenas1, Daniel G Barci2, Constantino Tsallis1.   

Abstract

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.

Mesh:

Year:  2014        PMID: 25314406     DOI: 10.1103/PhysRevE.90.032118

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


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