Power-law behaviors from the two-variable Langevin equation: Ito’s and Stratonovich’s Fokker–Planck equations

DOI10.1088/1742-5468/2013/02/P02015zbMath1456.82557arXiv1212.3980MaRDI QIDQ3301494

Jiulin Du, Ran Guo

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.3980

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (5)

The nonextensive parameter for nonequilibrium electron gas in an electromagnetic field ⋮ On the correlation between kappa and Lévy stable distributions ⋮ The mean first passage time in an energy-diffusion controlled regime with power-law distributions ⋮ The power-law reaction rate coefficient for barrierless reactions ⋮ Entropy and entropy production in Fokker–Plank equation under the generalized fluctuation–dissipation relation

Uses Software

• KernSmooth

Cites Work

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• The Fokker-Planck equation. Methods of solution and applications.
• Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
• Multivariate nonlinear Fokker-Planck equations and generalized thermostatistics
• Itō-Langevin equations within generalized thermostatistics
• Nonextensivity and the power-law distributions for the systems with self-gravitating long-range interactions
• Power-law distributions and fluctuation-dissipation relation in the stochastic dynamics of two-variable Langevin equations
• Introduction to Nonextensive Statistical Mechanics

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