Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription

作者:Arenas Zochil Gonzalez*; Barci Daniel G; Tsallis Constantino
来源:Physical Review E, 2014, 90(3): 032118.
DOI:10.1103/PhysRevE.90.032118

摘要

We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic alpha, prescription (alpha = 0, 1/2, and 1, respectively, correspond to the Ito, Stratonovich and anti-Ito 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)beta V(x)](1/(1-q)), with an index q which does not depend on a in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index q is a dependent.

  • 出版日期2014-9-16