Nonlinear Fokker-Planck equation: stability, distance and corresponding extremal problem in the spatially inhomogeneous case

Abstract

We start with a global Maxwellian Mk, which is a stationary solution, with the constant total density ((t) ), of the Fokker-Planck equation. The notion of distance between the function Mk and an arbitrary solution f (with the same total density at the fixed moment t) of the Fokker-Planck equation is introduced. In this way, we essentially generalize the important Kullback-Leibler distance, which was studied before. Using this generalization, we show local stability of the global Maxwellians in the spatially inhomogeneous case. We compare also the energy and entropy in the classical and quantum cases.

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