Exact time-dependent solutions of the Renyi Fokker-Planck equation and theFokker-Planck equations related to the entropies proposed by Sharma and Mittal
Td. Frank et A. Daffertshofer, Exact time-dependent solutions of the Renyi Fokker-Planck equation and theFokker-Planck equations related to the entropies proposed by Sharma and Mittal, PHYSICA A, 285(3-4), 2000, pp. 351-366
Exact time-dependent solutions representing generalized one-dimensional Orn
stein-Uhlenbeck processes are derived from nonlinear Fokker-Planck equation
s and the corresponding diffusion processes are studied. The corresponding
systems are related to the Renyi entropy and entropies proposed by Sharma a
nd Mittal. In the former case normal diffusion is found with a diffusion la
te depending on the order of the Renyi entropy. In the latter case we find
anomalous diffusion processes. (C) 2000 Elsevier Science B.V. All rights re
served.