Abstract
Path integral solutions of the multi-dimensional Fokker-Planck equation with variable dependent diffusion coefficients are deduced in a simple and exact manner. We show that the Onsager-Machlup function is not defined uniquely but is definable only together with the discretization prescription and the measure in the functional space. We present wide classes of mathematical equivalent path integral representations characterized by nonlinear variable transformationsv(q′, q) and the coefficientsα K of a linear combination, all giving exactly the same solution of the Fokker-Planck equation.
Similar content being viewed by others
References
Stratonovich, R.L.: Topics in the Theory of Random Noise, Vol. 1, New York: Gordon and Breach 1963
Kubo, R., Matsuo, K., Kitahara, K.: J. Stat. Phys.9, 51 (1973)
Graham, R.: Springer Tracts in Modern Physics, Vol. 66, New York (1973)
Graham, R. In: Fluctuations, Instabilities and Phase Transitions, Riste (ed.) New York: Plenum 1976
Horsthemke, W., Bach, A.: Z. Physik B22, 189 (1975)
Janssen, H.-K.: Z. Physik B23, 377 (1976)
Haken, H.: Z. Physik B24, 321 (1976)
Graham, R.: Phys. Rev. Lett.38, 51 (1977)
Bach, A., Dürr, D., Stawicki, B.: Z. Physik B26, 191 (1977)
Graham, R.: Z. Physik B26, 281 (1977)
Leschke, H., Schmutz, M.: Z. Physik B27, 85 (1977)
Onsager, L., Machlup, S.: Phys. Rev.91, 1505, 1512 (1953)
Kerler, W., preprint 1978
Smirnov, W.I.: Lehrgang der Höheren Mathematik, Vol. I, Berlin 1967
Graham, R. In: Stochastic Processes in Nonequilibrium Systems, Proceedings, Sitges 1978, Lecture Notes in Physics, Berlin, Heidelberg, New York: Springer 1978
Gel'fand, I.M., Yaglom, A.M.: J. Math. Phys.1, 48 (1960)
Graham, R. In: Statphys.13, Proceedings, Haifa 1977
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Wissel, C. Manifolds of equivalent path integral solutions of the Fokker-Planck equation. Z Physik B 35, 185–191 (1979). https://doi.org/10.1007/BF01321245
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01321245