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Lyapunov and free energy functionals of generalized Fokker–Planck equations

✍ Scribed by T.D. Frank


Book ID
108443018
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
95 KB
Volume
290
Category
Article
ISSN
0375-9601

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We establish a new and intriguing connection between the Fokker-Planck equation with gradient drift term and an associated free energy functional. Namely, we demonstrate that such a Fokker-Planck equation may be interpreted as a gradient flux, or a steepest descent, of a free energy functional with