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A new access to path integrals and Fokker Planck equations via the maximum calibre principle

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Zeitschrift für Physik B Condensed Matter

Abstract

Under the assumption that the underlying process is continuous Markovian and using simple short time correlation functions as constraints in the maximum calibre principle of Jaynes we derive the explicit path integrals from which then the corresponding Fokker-Planck equation may be deduced. Our approach is valid for all systems irrespective of whether they are close to or far away from thermal equilibrium and it applies even to nonphysical systems.

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Authors and Affiliations

  1. Institut für Theoretische Physik, Universität Stuttgart, Pfaffenwaldring 57/IV, D-7000, Stuttgart 80, Germany

    H. Haken

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  1. H. Haken
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Haken, H. A new access to path integrals and Fokker Planck equations via the maximum calibre principle. Z. Physik B - Condensed Matter 63, 505–510 (1986). https://doi.org/10.1007/BF01726199

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  • DOI: https://doi.org/10.1007/BF01726199

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