A Langevin approach for the microscopic dynamics of nonlinear Fokker–Planck equations

T.D. Frank

Physica A: Statistical Mechanics and its Applications, 2001, vol. 301, issue 1, 52-62

Abstract: For stochastic processes defined by nonlinear Fokker–Planck equations a microscopic dynamics is proposed in terms of generalized Langevin equations. These Langevin equations can, for example, be used to model stochastic processes with mean field interactions and random walks related to the generalized thermostatistics suggested by Tsallis.

Keywords: Generalized Langevin equations; Nonlinear Fokker–Planck equations; Markov and non-Markov processes (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:301:y:2001:i:1:p:52-62

DOI: 10.1016/S0378-4371(01)00345-4

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Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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