H-theorem for Fokker-Planck equations with drifts depending on process mean values

T.D. Frank

    Research output: Contribution to JournalArticleAcademicpeer-review

    Abstract

    By means of an H-theorem it is shown that transient solutions of one-variable Fokker-Planck equations with drift terms depending on process mean values converge to stationary distributions. Thus, Shiino's H-theorem for the mean field Fokker-Planck equation proposed by Desai and Zwanzig is generalized. © 2001 Elsevier Science B.V.
    Original languageEnglish
    Pages (from-to)91-96
    JournalPhysics Letters A
    Volume280
    DOIs
    Publication statusPublished - 2001

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