Nonlinear inhomogeneous Fokker-Planck equations: Entropy and free-energy time evolution

Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

Deformed random walk: Suppression of randomness and inhomogeneous diffusion

We study a generalization of the random walk (RW) based on a deformed translation of the unitary step, inherited by the q algebra, a mathematical structure underlying nonextensive statistics. The RW with deformed step implies an associated deformed random walk (DRW) provided with a deformed Pascal triangle along with an inhomogeneous diffusion. The paths of the RW in deformed space are divergent, while those corresponding to the DRW converge to a fixed point. Standard random walk is recovered for q→1 and a suppression of randomness is manifested for the DRW with -1<γ_{q}<1 and γ_{q}=1-q. The passage to the continuum of the master equation associated to the DRW led to a van Kampen inhomogeneous diffusion equation when the mobility and the temperature are proportional to 1+γ_{q}x, and provided with an exponential hyperdiffusion that exhibits a localization of the particle at x=-1/γ_{q} consistent with the fixed point of the DRW. Complementarily, a comparison with the Plastino-Plastino Fokker-Planck equation is discussed. The two-dimensional case is also studied, by obtaining a 2D deformed random walk and its associated deformed 2D Fokker-Planck equation, which give place to a convergence of the 2D paths for -1<γ_{q_{1}},γ_{q_{2}}<1 and a diffusion with inhomogeneities controlled by two deformation parameters γ_{q_{1}},γ_{q_{2}} in the directions x and y. In both the one-dimensional and the two-dimensional cases, the transformation γ_{q}→-γ_{q} implies a change of sign of the corresponding limits of the random walk paths, as a property of the deformation employed.

Stationary solution and H theorem for a generalized Fokker-Planck equation

We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this family has a stationary solution that depends on this potential. This stationary solution encompasses several well-known probability distributions. Moreover, we verify an H theorem for the generalized Fokker-Planck equations using free-energy-like functionals. We show that the energy-like part of each functional is based on the effective potential and the entropy-like part is a generalized Tsallis entropic form, which has an unusual dependence on the position and can be related to a generalization of the Kullback-Leibler divergence. We also verify that the optimization of this entropic-like form subjected to convenient constraints recovers the stationary solution. The analysis presented here includes several studies about H theorems for other generalized Fokker-Planck equations as particular cases.

Microscopic dynamics of nonlinear Fokker-Planck equations

We propose an approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allows us to obtain, in addition to significant physical insights, several analytical results with great simplicity. Indeed, we obtain analytical solutions for a nonextensive version of the Brownian free-particle and Ornstein-Uhlenbeck processes, and we explain anomalous diffusive behaviors in terms of memory effects in a nonextensive generalization of Gaussian white noise. Finally, we apply the developed formalism to model thermal noise in electric circuits.

Deformed Fokker-Planck equation: Inhomogeneous medium with a position-dependent mass

We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space where the linear (nonlinear) character of the FPE is associated with the employed deformed linear (nonlinear) derivative. The FPE for an inhomogeneous medium with a position-dependent diffusion coefficient is equivalent to a deformed FPE within a deformed space, described by generalized derivatives, and constant diffusion coefficient. The deformed FPE is consistent with the diffusion equation for inhomogeneous media when the temperature and the mobility have the same position-dependent functional form as well as with the nonlinear Langevin approach. The deformed version of the H-theorem permits to express the Boltzmann-Gibbs entropic functional as a sum of two contributions, one from the particles and the other from the inhomogeneous medium. The formalism is illustrated with the infinite square well and the confining potential with linear drift coefficient. Connections between superstatistics and position-dependent Langevin equations are also discussed.

Characterization of the non-Arrhenius behavior of supercooled liquids by modeling nonadditive stochastic systems

The characterization of the formation mechanisms of amorphous solids is a large avenue for research, since understanding its non-Arrhenius behavior is challenging to overcome. In this context, we present one path toward modeling the diffusive processes in supercooled liquids near glass transition through a class of nonhomogeneous continuity equations, providing a consistent theoretical basis for the physical interpretation of its non-Arrhenius behavior. More precisely, we obtain the generalized drag and diffusion coefficients that allow us to model a wide range of non-Arrhenius processes. This provides a reliable measurement of the degree of fragility of the system and an estimation of the fragile-to-strong transition in glass-forming liquids, as well as a generalized Stokes-Einstein equation, leading to a better understanding of the classical and quantum effects on the dynamics of nonadditive stochastic systems.

Entropic nonadditivity, H theorem, and nonlinear Klein-Kramers equations

We use the H theorem to establish the entropy and the entropic additivity law for a system composed of subsystems, with the dynamics governed by the Klein-Kramers equations, by considering relations among the dynamics of these subsystems and their entropies. We start considering the subsystems governed by linear Klein-Kramers equations and verify that the Boltzmann-Gibbs entropy is appropriated to this dynamics, leading us to the standard entropic additivity, S_{BG}^{(1∪2)}=S_{BG}^{1}+S_{BG}^{2}, consistent with the fact that the distributions of the subsystem are independent. We then extend the dynamics of these subsystems to independent nonlinear Klein-Kramers equations. For this case, the results show that the H theorem is verified for a generalized entropy, which does not preserve the standard entropic additivity for independent distributions. In this scenario, consistent results are obtained when a suitable coupling among the nonlinear Klein-Kramers equations is considered, in which each subsystem modifies the other until an equilibrium state is reached. This dynamics, for the subsystems, results in the Tsallis entropy for the system and, consequently, verifies the relation S_{q}^{(1∪2)}=S_{q}^{1}+S_{q}^{2}+(1-q)S_{q}^{1}S_{q}^{2}/k, which is a nonadditive entropic relation.