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Stationary solution and H theorem for a generalized Fokker-Planck equation
Max Jauregui1, Anna L F Lucchi2,3, Jean H Y Passos2,3
1Departamento de Matemática, Universidade Estadual de Maringá, Av. Colombo, 5790 CEP 87020-900 - Maringá - PR - Brazil.
Abstract:
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.
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