Langevin approach for the microscopic dynamics of nonlinear Fokker-Planck equations

T.D. Frank

    Research output: Contribution to JournalArticleAcademicpeer-review

    Abstract

    A microscopic dynamics was proposed in terms of generalized Langevin equations for stochastic processes defined by nonlinear Fokker-Planck equations. These Langevin equations could be used to model stochastic processes with mean field interactions and random walks related to the generalized thermostatistics. They also exhibited probability dependent drift functions and involved multiplicative probability-dependent noise terms. It was illustrated that self-consistent generalized Langevin equations could be derived for a vast majority of nonlinear Fokker-Planck equations.
    Original languageEnglish
    Pages (from-to)52-62
    JournalPhysica A. Statistical Mechanics and its Applications
    Volume301
    DOIs
    Publication statusPublished - 2001

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