Generalized Stochastic Fokker-Planck Equations
نویسندگان
چکیده
منابع مشابه
Generalized Stochastic Fokker-Planck Equations
We consider a system of Brownian particles with long-range interactions. We go beyond the mean field approximation and take fluctuations into account. We introduce a new class of stochastic Fokker-Planck equations associated with a generalized thermodynamical formalism. Generalized thermodynamics arises in the case of complex systems experiencing small-scale constraints. In the limit of short-r...
متن کاملComputing generalized Langevin equations and generalized Fokker-Planck equations.
The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numeri...
متن کاملPhi-entropy inequalities and Fokker-Planck equations
We present new Φ-entropy inequalities for diffusion semigroups under the curvature-dimension criterion. They include the isoperimetric function of the Gaussian measure. Applications to the long time behaviour of solutions to Fokker-Planck equations are given.
متن کاملStochastic Fokker-Planck equation in random environments.
We analyze the stochastic dynamics of a large population of noninteracting particles driven by a common environmental input in the form of an Ornstein-Uhlenbeck (OU) process. The density of particles evolves according to a stochastic Fokker-Planck (FP) equation with respect to different realizations of the OU process. We then exploit the connection with previous work on diffusion in randomly sw...
متن کاملSpectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hilbert space of square-integrable functions using modified Hermite polynomials, and obtain a representation for these operators from which their eigenvalues and eigenfunctions can be computed. In particular, we complet...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Entropy
سال: 2015
ISSN: 1099-4300
DOI: 10.3390/e17053205