Non-extensive statistical mechanics and generalized Fokker-Planck equation
Abstract
A non-linear, generalized Fokker-Planck (GFP) equation is studied whose exact stationary solutions are the maximum entropy distributions introduced by Tsallis in his generalization of Statistical Mechanics. In the case of a constant or linearly varying drift, the time dependent solutions of the GFP equation are seen to obey a suitable form of the celebrated H-theorem. The temporal changes of Tsallis' entropies are seen to be given in terms of the Fisher's information measure. Particular time-dependent solutions of the GFP equation of the maximum (Tsallis') entropy form are obtained.
- Publication:
-
Physica A Statistical Mechanics and its Applications
- Pub Date:
- February 1995
- DOI:
- 10.1016/0378-4371(95)00211-1
- Bibcode:
- 1995PhyA..222..347P