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Onsager-Machlup Function for one dimensional nonlinear diffusion processes

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Zeitschrift für Physik B Condensed Matter

Abstract

Using Ito stochastic differential equations to describe stochastic processes the Onsager-Machlup Function of a nonlinear diffusion process is calculated. It is shown that for two examples the Onsager-Machlup Function calculated directly as limit of finite dimensional probability densities agrees with the formula derived by using the Ito calculus but differs from a formula given by Graham who used the concept of Langevin equations.

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Author notes

  1. W. Horsthemke

    Present address: Service de Chimie Physique II, Faculté des Sciences, Université Libre de Bruxelles, Ave. F.-D. Roosevelt 50, B-1050, Bruxelles, Belgium

Authors and Affiliations

  1. Institut für Theoretische Physik I, Universität Münster, Von-Esmarch-Straße 10a, D-4400, Münster/Westfalen, Federal Republic of Germany

    W. Horsthemke & A. Bach

Authors
  1. W. Horsthemke
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  2. A. Bach
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Horsthemke, W., Bach, A. Onsager-Machlup Function for one dimensional nonlinear diffusion processes. Z Physik B 22, 189–192 (1975). https://doi.org/10.1007/BF01322364

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  • DOI: https://doi.org/10.1007/BF01322364

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