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arXiv · 1011.3678

Maximum Path Information and Fokker-Planck Equation

Wei Li·Alexandre Wang·Alain Le Mehaute
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Abstract

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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Wei Li, Alexandre Wang, Alain Le Mehaute. 2010-11-16. Maximum Path Information and Fokker-Planck Equation. https://doi.org/10.1088/0256-307x%2F25%2F4%2F001

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