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arxiv: 1406.2733 · v1 · pith:A5N24QV2new · submitted 2014-06-10 · ❄️ cond-mat.stat-mech

Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription

classification ❄️ cond-mat.stat-mech
keywords alphastratonovichequationfokker-planckgeneralizedindexinhomogeneousnonlinear
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We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic $\alpha$-, prescription ($\alpha=0$, $1/2$ and $1$ respectively correspond to the It\^o, Stratonovich and anti-It\^o prescriptions). We obtain its stationary state $p_{st}(x)$ for a class of constitutive relations between drift and diffusion and show that it has a $q$-exponential form, $p_{st}(x) = N_q[1 - (1-q)\beta V(x)]^{1/(1-q)}$, with an index $q$ which does not depend on $\alpha$ in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index $q$ is $\alpha$-dependent.

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