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

Authors
Frank, TD
Citation
Td. Frank, H-theorem for Fokker-Planck equations with drifts depending on process mean values, PHYS LETT A, 280(1-2), 2001, pp. 91-96
Citations number
55
Categorie Soggetti
Physics
Journal title
PHYSICS LETTERS A
ISSN journal
03759601 → ACNP
Volume
280
Issue
1-2
Year of publication
2001
Pages
91 - 96
Database
ISI
SICI code
0375-9601(20010212)280:1-2<91:HFFEWD>2.0.ZU;2-Y
Abstract
By means of an H-theorem it is shown that transient solutions of one-variab le Fokker-Planck equations with drift terms depending on process mean value s converge to stationary distributions. Thus. Shiino's H-theorem for the me an field Fokker-Planck equation proposed by Desai and Zwanzig is generalize d. (C) 2001 Elsevier Science B.V. All rights reserved.