On the Feynman proof of the exact relation between a class of path sums and the general nonlinear Fokker-Planck equation

H. Dekker

Physica A: Statistical Mechanics and its Applications, 1976, vol. 84, issue 1, 205-211

Abstract: A simple sum over paths will be considered for the general nonlinear diffusion process described by complex coordinates. In order to derive the corresponding stochastic differential equation the Feynman method used in quantum mechanics will be generalised for the present case of a coordinate dependent variance or diffusion function by means of a nonlinear coordinate transformation. The resulting equation will be seen to be the general nonlinear Fokker-Planck equation. The relevance of the present formulation for nonequilibrium phenomena, such as for example those occuring in nonlinear quantum optics, will be discussed.

Date: 1976
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:84:y:1976:i:1:p:205-211

DOI: 10.1016/0378-4371(76)90074-1

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