Stochastic differential equations are important to model many complex systems. The Fokker-Planck equation is fundamental in statistical thermodynamic analysis and in the study of fluctuations in complex systems. Entropy generation is a fundamental quantity in the analysis of irreversibility. This paper develops a link between the Fokker-Planck equation and entropy generation. The result suggests linking the entropy generation approach also to statistical processes.

Entropy generation and the Fokker–Planck equation / Lucia, Umberto. - In: PHYSICA. A. - ISSN 0378-4371. - STAMPA. - 393:(2014), pp. 256-260. [10.1016/j.physa.2013.09.028]

Entropy generation and the Fokker–Planck equation

LUCIA, UMBERTO
2014

Abstract

Stochastic differential equations are important to model many complex systems. The Fokker-Planck equation is fundamental in statistical thermodynamic analysis and in the study of fluctuations in complex systems. Entropy generation is a fundamental quantity in the analysis of irreversibility. This paper develops a link between the Fokker-Planck equation and entropy generation. The result suggests linking the entropy generation approach also to statistical processes.
2014
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2516297
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