Stationary solution and \(H\) theorem for a generalized Fokker-Planck equation
We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this family has a stationary solution that depends on this potent...
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description | We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this family has a stationary solution that depends on this potential. This stationary solution encompasses several well-known probability distributions. Moreover, we verify an \(H\) theorem for the generalized Fokker-Planck equations using free-energy-like functionals. We show that the energy-like part of each functional is based on the effective potential and the entropy-like part is a generalized Tsallis entropic form, which has an unusual dependence on the position and can be related to a generalization of the Kullback-Leibler divergence. We also verify that the optimization of this entropic-like form subjected to convenient constraints recovers the stationary solution. The analysis presented here includes several studies about \(H\) theorems for other generalized Fokker-Planck equations as particular cases. |
doi_str_mv | 10.48550/arxiv.2109.06237 |
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subjects | Divergence Fokker-Planck equation Free energy Mathematical analysis Optimization Porous media Theorems |
title | Stationary solution and \(H\) theorem for a generalized Fokker-Planck equation |
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