Fokker - Planck equation in curvilinear coordinates

Details Fokker - Planck equation in curvilinear coordinates Fokker - Planck equation in curvilinear coordinates

2005-06-25

arxiv.org/abs/nlin/0506053v1

Nonlinear Sciences

Chaotic Dynamics

11 pages

Scientific paper

The aim of this paper is to rewrite the Fokker - Planck equation according to transformation of space coordinates. This is nontrivial problem, because transformation of space coordinates induces transformation of velocities. We can use covariant, contravariant or physical velocity components as independent variables in curvilinear coordinate system. These 3 possibilities are considered in this paper and 3 kinds of Fokker - Planck equation in curvilinear coordinates are formulated.

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