An information theoretic derivation of the fokker-planck equation

R. D. Levine; M. Berrondo

doi:10.1016/0009-2614(77)85001-X

An information theoretic derivation of the fokker-planck equation

R. D. Levine^*, M. Berrondo

^*Corresponding author for this work

Institute of Chemistry

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

The Fokker-Planck equation describing the relaxation towards equilibrium is derived from the information theory approach to macroscopic disequilibrium. The derivation proceeds in two stages. First a general equation of motion is derived. Then, for the special case of a time evolution governed by two moments, the general equation is shown to reduce to the Fokker-Planck form.

Original language	English
Pages (from-to)	399-403
Number of pages	5
Journal	Chemical Physics Letters
Volume	47
Issue number	3
DOIs	https://doi.org/10.1016/0009-2614(77)85001-X
State	Published - 1 May 1977

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abstract = "The Fokker-Planck equation describing the relaxation towards equilibrium is derived from the information theory approach to macroscopic disequilibrium. The derivation proceeds in two stages. First a general equation of motion is derived. Then, for the special case of a time evolution governed by two moments, the general equation is shown to reduce to the Fokker-Planck form.",

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AB - The Fokker-Planck equation describing the relaxation towards equilibrium is derived from the information theory approach to macroscopic disequilibrium. The derivation proceeds in two stages. First a general equation of motion is derived. Then, for the special case of a time evolution governed by two moments, the general equation is shown to reduce to the Fokker-Planck form.

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An information theoretic derivation of the fokker-planck equation

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