Maximum Path Information and Fokker-Planck Equation

Details Maximum Path Information and Fokker-Planck Equation Maximum Path Information and Fokker-Planck Equation

2010-11-16

arxiv.org/abs/1011.3678v1

Chinese Physics Letters 25 (4), 1165 (2008)

Physics

Condensed Matter

Statistical Mechanics

7 pages

Scientific paper

We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy) and the time t.

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