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

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  • Frank, T.D.

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.

Suggested Citation

  • Frank, T.D., 2001. "A Langevin approach for the microscopic dynamics of nonlinear Fokker–Planck equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 301(1), pages 52-62.
    • Handle: RePEc:eee:phsmap:v:301:y:2001:i:1:p:52-62
    DOI: 10.1016/S0378-4371(01)00345-4
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    References listed on IDEAS

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    1. Kaniadakis, G., 2001. "Non-linear kinetics underlying generalized statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 296(3), pages 405-425.
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