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math-ph2005
The linear Fokker-Planck equation for the Ornstein-Uhlenbeck process as an (almost) nonlinear kinetic equation for an isolated N-particle system
Michael Kiessling, Carlo Lancellotti
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions…
math-ph2004
On the master equation approach to kinetic theory: linear and nonlinear Fokker--Planck equations
Michael K. -H. Kiessling, Carlo Lancellotti
We discuss the relationship between kinetic equations of the Fokker-Planck type (two linear and one non-linear) and the Kolmogorov (a.k.a. master) equations of certain N-body diffu…