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Maximum Path Information and Fokker--Planck Equation |
| LI Wei1,2;Q. A. Wang2;A. Le Mehaute2 |
| 1Complexity Science Center and Institute of Particle Physics, Huazhong Normal University, Wuhan 4300792Institut Superieur des Materiaux du Mans, 44, Avenue F.A. Bartholdi, 72000 Le Mans, France |
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LI Wei, Q. A. Wang, A. Le Mehaute 2008 Chin. Phys. Lett. 25 1165-1167 |
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Abstract We present 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 [Chaos, Solitons & Fractals 23(2005)1253] 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 [J. Stat. Phys. 52(1988)479] and the time t.
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| Keywords:
02.50.-r
05.20.-y
05.70.-a
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Received: 02 January 2008
Published: 31 March 2008
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| PACS: |
02.50.-r
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(Probability theory, stochastic processes, and statistics)
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05.20.-y
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(Classical statistical mechanics)
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05.70.-a
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(Thermodynamics)
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