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Geometrical derivation of the intrinsic Fokker-Planck equation and its stationary distribution |
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| Authors: | J. Masoliver L. Garrido J. Llosa |
| Affiliation: | (1) Departament de Fisica Tèorica, Universitat de Barcelona, 08028 Barcelona, Spain;(2) Present address: Institute for Non-Linear Science, University of California-San Diego, 92093 La Jolla, California |
| Abstract: | Starting from an intrinsic Langevin equation, we give a geometrical derivation of the Fokker-Planck equation. We also present a method for obtaining a stationary distribution and for deriving potential conditions when the diffusion matrix is singular. |
| Keywords: | Intrinsic Langevin and Fokker-Planck equations stationary distributions potential conditions singular diffusion matrix invariants and symmetries |
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