Phase space reduction of the one-dimensional Fokker-Planck (Kramers) equation

DOI10.1007/S10955-012-0570-2zbMATH Open1273.82050arXiv1204.1145OpenAlexW3099413232MaRDI QIDQ690724FDOQ690724

Authors: Pavol Kalinay, Jerome K. Percus 

Publication date: 29 November 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: A pointlike particle of finite mass m, moving in a one-dimensional viscous environment and biased by a spatially dependent force, is considered. We present a rigorous mapping of the Fokker-Planck equation, which determines evolution of the particle density in phase space, onto the spatial coordinate x. The result is the Smoluchowski equation, valid in the overdamped limit, m->0, with a series of corrections expanded in powers of m. They are determined unambiguously within the recurrence mapping procedure. The method and the results are interpreted on the simplest model with no field and on the damped harmonic oscillator.

Full work available at URL: https://arxiv.org/abs/1204.1145

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zbMATH Keywords

mappingSmoluchowski equationinertial effectsconfined diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (3)

• Hydrodynamic equations from Fokker-Planck equations -- multiple time scale method
• Regularity of the spatially homogenous fractional Kramers-Fokker-Planck equation
• Exact dimensional reduction of linear dynamics: application to confined diffusion

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