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A procedure for obtaining general nonlinear Fokker-Planck equations

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UNSPECIFIED. (2004) A procedure for obtaining general nonlinear Fokker-Planck equations. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 334 (1-2). pp. 109-118. ISSN 0378-4371

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Official URL: http://dx.doi.org/10.1016/j.physa.2003.11.023

Abstract

A procedure for deriving general nonlinear Fokker-Planck equations (FPEs) directly from the master equation is presented. The nonlinear effects are introduced in the transition probabilities, which present a dependence on the probabilities for finding the system in a given state. It is shown that the FPEs, obtained from master equations describing transitions among discrete and continuous sets of states, are identical. Within such a procedure, we construct nonlinear FPEs that appear to be very general. Our general FPEs recover, as particular cases, nonlinear FPEs investigated previously by many authors, introduced on a purely phenomenological basis, and they lead to the possibility of more complete and complex diffusive equations. (C) 2003 Elsevier B.V. All rights reserved.

Item Type: Journal Article
Subjects: Q Science > QC Physics
Journal or Publication Title: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Publisher: ELSEVIER SCIENCE BV
ISSN: 0378-4371
Date: 1 March 2004
Volume: 334
Number: 1-2
Number of Pages: 10
Page Range: pp. 109-118
Identification Number: 10.1016/j.physa.2003.11.023
Publication Status: Published
URI: http://wrap.warwick.ac.uk/id/eprint/8786

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