No Arabic abstract
The entropy production rate of nonequilibrium systems is studied via the Fokker-Planck equation. This approach, based on the entropy production rate equation given by Schnakenberg from a master equation, requires information of the transition rate of the system under study. We obtain the transition rate from the conditional probability extracted from the Fokker-Planck equation and then derive a new and more operable expression for the entropy production rate. Examples are presented as applications of our approach.
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability density.
In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($kappa,rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE trace, we obtain the long and short time behaviors of the chordal SLE traces. We analyze the solutions of the FP and the corresponding Langevin equations and connect it to the conformal field theory (CFT) and present some exact results. We find the perturbative FP equation of the SLE($kappa,rho_c$) traces and show that it is related to the higher order correlation functions. Using the Langevin equation we find the long-time behaviors in this case. The CFT correspondence of this case is established and some exact results are presented.
We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does not fully describe the long time limit of this problem. Instead this limit is characterized by an infinite covariant density. This non-normalizable density yields the mean square displacement of the particles, which for a certain range of parameters exhibits anomalous diffusion. In a symmetric potential with an asymmetric initial condition, the average position decays anomalously slowly. This problem also has applications outside the thermal context, as in the diffusion of the momenta of atoms in optical molasses.
By generalizing Bogolyubovs reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamiltons equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the one-particle distribution function, we use a regular cut off procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases by assuming either Gaussian statistics of external perturbation or homogeneity of the system are discussed.
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and L{e}vy stable noise, and show that it reproduces all Fokker-Planck equations that are known for these noises. Exact analytical, time-dependent and stationary solutions of the generalized Fokker-Planck equation are derived and analyzed in detail for the cases of a linear, a quadratic, and a tailored potential.