Relationship Between Non-Markovian- and Drift-Fokker-Planck Equation

Knud Zabrocki, Svetlana Tatur (), Steffen Trimper () and Reinhard Mahnke ()
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Knud Zabrocki: Martin-Luther-Universität Halle-Wittenberg, Fachbereich Physik
Svetlana Tatur: Ural State University, Dept. of Physics
Steffen Trimper: Martin-Luther-Universität Halle-Wittenberg, Fachbereich Physik
Reinhard Mahnke: Universität Rostock, Institut für Physik

A chapter in Traffic and Granular Flow’05, 2007, pp 613-619 from Springer

Abstract: Summary Based on the stochastic description of transport phenomena the relationship between a non-Markovian evolution equation and the Fokker-Planck equation with drift is investigated. Memory is included by direct coupling between initial and current values of probability density. We present the result for three different initial distributions.

Keywords: Initial Distribution; Direct Coupling; Drift Term; Deterministic Part; Arbitrary Initial Condition (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-47641-2_60

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DOI: 10.1007/978-3-540-47641-2_60

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