Lie symmetries and related group-invariant solutions of a nonlinear Fokker-Planck equation based on the Sharma-Taneja-Mittal entropy

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1 Brazilian Journal of Physics, vol. 39, no. 2, ugust, Lie symmetries and related group-invariant solutions of a nonlinear Fokker-Planck equation based on the Sharma-Taneja-Mittal entropy. M. Scarfone Istituto Nazionale per la Fisica della Materia CNR INFM and Dipartimento di Fisica, Politecnico di Torino, I-029, Italy T. Wada Department of Electrical and Electronic Engineering, Ibaraki University, Hitachi, Ibaraki, 36-85, Japan. Received on 2 January, 2009 In the framework of the statistical mechanics based on the Sharma-Taneja-Mittal entropy we derive a family of nonlinear Fokker-Planck equations characterized by the associated non-increasing Lyapunov functional. This class of equations describes kinetic processes in anomalous mediums where both super-diffusive and subdiffusive mechanisms arise contemporarily and competitively. We classify the Lie symmetries and derive the corresponding group-invariant solutions for the physically meaningful Uhlenbeck-Ornstein process. For the purely diffusive process we show that any localized state asymptotically approaches a bell shape well fitted by a generalized Gaussian which is, in general, a quasi-self-similar solution for this class of purely diffusive equations. Keywords: Nonlinear Fokker-Planck equation, Sharma-Taneja-Mittal entropy, Lie symmetries, Group invariant solutions. INTRODUCTION One of the most important phenomenological equations of non equilibrium statistical mechanics is the Fokker-Planck equation. Its linear version is considered appropriate for the description of a wide variety of physical phenomena characterized by short-range interactions and/or short-time memories, typically associated with normal diffusion. This equation, intimately related with the Boltzmann-Gibbs entropy, rules the time evolution of the density probability distribution in the presence of an external force field toward the stationary state corresponding to the exponential Gibbs distribution []. Differently, nonlinear Fokker-Planck equations NFPE emerge in presence of anomalous diffusion, generally associated to non-gaussian distributions like power-law or stretched exponential [2, 3], typically observed in complex systems with long-range interactions, memory effects persisting in time and, more in general, systems governed by a non ergodic dynamics dominated by fractal and hierarchical structures in the phase space. nomalous diffusion characterizes several phenomenologies like surface growth [4], transport of fluid in porous media [5], diffusion in plasmas [6], subrecoil laser cooling [7], diffusion of micelles dissolved in salted water [8], two dimensional rotating flow [9], anomalous diffusion at liquid surfaces [0] and others see, for instance, [] and reference therein. It is now clear that these equations are strictly related to generalized entropies [2]. In this respect, recent attempts to extend the usual concepts of thermostatistics and kinetic theory to complex systems with non-boltzmannian distributions have dealt wich the introduction of several entropic forms like the q-entropy [3], the κ-entropy [4] and the quantum-group entropy [5], among the others [6, 7]. Electronic address: antonio.scarfone@polito.it Electronic address: wada@mx.ibaraki.ac.jp We observe that several of the above entropies are special cases of a two-parameter family originally introduced by Shrama, Taneja and Mittal STM-entropy [8, 9] and recently reconsidered on a physical background in [20]. The purpose of the present work is to derive a NFPE in the picture of a generalized statistical mechanics based on the STM-entropy and to study its classical Lie symmetries and the related group invariant solutions GIS [2, 22]. This NFPE is characterized by the related non decreasing Lyapunov functional that, at equilibrium, coincides with the generalized free energy of the system. In fact, as known, Fokker-Planck equations describe dissipative phenomena where temperature is fixed instead of energy. Therefore, these equations are more properly associated with the canonical assemble and the appropriate thermodynamical potential is the free energy. In this respect, Lyapunov functionals related to some NFPE were derived and discussed in a relatively general context in [23 25]. Based on the monotonic behavior of the Lyapunov functional, one can show that any initial localized state, which evolves according to the corresponding NFPE, converges to a stationary solution that minimizes the Lyapunov functional. In addition, for the Uhlenbeck-Ornstein process, this stationary solution is nothing but a generalized Gaussian which maximizes the corresponding constrained entropic form [26, 27]. Remarkably, the NFPE we are introducing is characterized by a nonlinear diffusive term with two different power factors which make this equation more difficult to study as compared to the NFPE for poroses media known as porous medium equation which has only a single power factor dependency [25]. nother different NFPE with a double power diffusion coefficient has also been investigated in [2]. The paper is organized as follows. In section 2 we give a review of the STM-entropy while the associated NFPE is derived in section 3. In section 4 we classify the classical Lie symmetries and derive the corresponding GIS. In section 5 we briefly study the related purely diffusive equation, whilst section 6 contains a summary of our results.

2 476. M. Scarfone and T. Wada 2. SHRM-TENEJ-MITTL ENTROPY The STM entropy has been originally introduced in [8, 9] as a generalization of the following functional composition equation f x, ydxdy = f xdx + in the most general composition equation f x, ydxdy = y a dy f xdx + f ydy, x b dx f ydy, 2 for a 0 and b 0, constants parameters. Whereas the most general solution of Eq. [28] is provided by the well-known Boltzmann-Gibbs BG entropy S BG [p] = px ln px dx, 3 the unique solution of Eq. 2, whenever a b, introduces the STM entropy in the form S STM [p] = px a px b dx, 4 a b for a density distribution function px. More recently, in [20], the same entropic form has been derived starting from the following ansatz S[p] = pxλ px dx, 5 where Λx plays the role of a generalized logarithm and for Λx = lnx, Eq. 5 reproduces the BG entropy 3. By requiring that the equilibrium distribution, maximizing the entropic form 5 under suitable constraints, can be written by means of the generalized exponential Ex, the inverse function of Λx: ΛEx = EΛx = x, one derives the following functional-differential equation d x dx [xλx] = λλ. 6 α By solving this equation, with the boundary conditions Λ = 0 and d/dx Λx =, we obtain the twoparameter deformed x= logarithm Λx ln {κ,r} x = x r xκ x κ, 7 2κ which reduces to the standard logarithm in the κ, r 0, 0 limit. It satisfies the relation ln {κ,r} x = ln { κ,r} x = ln {κ, r} /x which, for r = 0, reproduces the well known propriety of the standard logarithm: lnx = ln/x. The two constants α and λ, appearing in Eq. 6, are given by α = λ = + r κ /2κ, 8 + r + κ + r κr+κ/2κ, 9 + r + κ r κ/2κ and are related each to other in ln {κ,r} /α = /λ. Using the solution 7 in the ansatz 5 we obtain the following two-parameter deformed entropy S κ,r [p] = px ln {κ,r} pxdx, = px +r+κ px +r κ dx, 0 2κ which has the same form as Eq. 4 with a = + r + κ and b = + r κ. From Eq. 0, it is clear that the STMentropy mimics the BG entropy, which is recovered in the κ, r 0, 0 limit, through the replacement of the standard logarithm with its generalized version 7. In the following we require, as natural conditions, that the generalized exponential Ex exp {κ,r} x be a strictly increasing and convex function. Moreover, we require that the equilibrium distribution, obtained by maximizing the constrained entropic form 0, has finite momenta of the nthorder, with n 0 n = 0 is the normalization. This implies the convergence of the following integrals 0 x n exp {κ,r} xdx, and 0 x n exp {κ, r} xdx. In this way, the deformation parameters κ and r are restricted to the two dimensional region IR 2 R = { κ r κ, if 0 κ < /[2n + ] and κ /n + r /n + κ, if /[2n + ] κ < /n + } depicted in figure remark that the convergence of the nth-momentum implies the convergence of any mth-momentum with m < n. For any κ, r R, ln {κ,r} x is a continuous, monotonic, increasing, concave and normalizable function for x IR +, with ln {κ,r} IR + IR. Consequently, the STM-entropy results to be positive definite, continuous, symmetric, expandible, decisive, maximal, concave and Lesche stable [20]. The equilibrium distribution related to the entropy 0, constrained by the zeroth-momentum σ 0 = pxdx and the nth-momentum σ n = x n pxdx, can be obtained through the following variational problem δ δpx [ S κ,r [p] γ pxdx β ] x n pxdx = 0, 2 and assumes the expression px = α exp {κ,r} λ γ + βxn, 3 In this paper, without sake of generality, we use unities with the Boltzmann constant k =. where γ and β are the Lagrange multipliers associated to the constraints σ 0 and σ n, respectively.

3 Brazilian Journal of Physics, vol.??, no.??, mes, 200? Brazilian Journal of Physics, vol. 39, no. 2, ugust, NONLINER FOKKER-PLNCK EQUTION 0,50 0,25 q - log - log quantum - log dual - quantum - log the continuity equation Following standard methods [, 24, 32] a NFPE related the STM-entropy STM-NFPE can be obtained starting fr the continuity equation t + j v = 0, 8 for a normalized density distribution ρ r 0,00 t + ρv, j t describing a conservative particle system in the velocity space, v = 0, where the nonlinear current j jv, t, given by -0,25 n = 0 for a normalized density distribution ρ ρv, t describin n = j = ρ δ n = 2 conservative particle v δρ system L κ,r[ρ], 9 in the velocity space, where n = 3-0,50 nonlinear current j jv, t, given by 0,0 0,5,0 is related to the density field through the thermodynamic force δl κ,r [ρ]/δρ/ v. We introduce j = ρ δ the functional L κ,r [ρ] according to v δρ L κ,r[ρ], FIG. : Parameter space κ, r for the logarithm 7. The shaded L κ,r [ρ] U[ρ] DS κ,r [ρ], 20 zones corresponds to the regions of convergence of the integrals is related to the density field through the thermodynamic fo FIG., : for Parameter n = 0,, space 2, 3. The κ, four r for lines: thedashed, logarithm solid, 7. dotted The and, shadedwhere δl U[ρ] is the κ,r [ρ]/δρ/ v. mean energywe of the introduce system the functional L κ,r [ρ] zones dash-dotted corresponds represent to the the regions loci of of points convergence of the logarithms of the integrals belongingn = to0, the, q-entropy, 2, 3. The κ-entropy, four lines, quantum-group dashed, solid entropy and anddotted, the dual, cording to for dashdotted, quantum-group represent entropy, the locirespectively, of points of as discussed the logarithms in the text. belong to the 2 v2 ρv, tdv, 2 U[ρ] = L κ,r [ρ] U[ρ] DS κ,r [ρ], q-entropy, κ-entropy, quantum-group entropy and the dual quantumgroup entropy, respectively, as discussed in the text. Within where these U[ρ] settings, is the themean nonlinear energy current of the becomes system and D is a constant diffusion coefficient. We conclude by recalling that several generalized entropies, which have been currently used in the study of j = vρ Dλρ ρ anomalous statistical systems, belong to the STM family. In U[ρ] v log, 22 {κ,r} = α where γ and β are the Lagrange multipliers associated to the 2 v2 ρv, tdv, figure, we depicted the loci of points representing some of constraints σ 0 and σ n so that the STM-NFPE can be explicitly written in these one-parameter entropies:, respectively. the q-entropy and D is a constant diffusion coefficient. We conclude by recalling that several generalized entropies, px Within these settings, the nonlinear current becomes someone currently used in the study 2 q px vρ S 2 q [p] = of anomalous dx, statistical 4 t v q [ systems, belong to the STM family. In figure, we depicted the loci of points representing some of these one-parameter j = vρ Dλρ ρ D 2 for r = ± κ, with q = 2 κ [3], the κ-entropy v 2 ρ +r r + κ 2κ ρκ r κ 2κ v log ρ κ] = 0,, {κ,r} α entropies: the q-entropy px +κ px κ 23 S κ [p] = so that, the STM-NFPE can be written explicitly in px 2 q dx, 5 2κ px which will be the subject of our investigations. S 2 q [p] = dx, 4 q for r = 0 [4], the quantum group-entropy It is worthy to note that this equation embodies two wellknown special cases: the linear vρ Fokker-Planck equation t v for r = ± κ, with q px q 2 κ [3], px the q κ-entropy [ S px +κ px κ D 2 v 2 ρ +r r + κ 2κ ρκ r κ q [p] = q q dx, 6 2κ ρ κ] = 0, for r = S+ κ κ[p] 2 = > 0, with q = t vρ D 2 ρ v v 2 = 0, 24 dx, 5 2κ + κ 2 + κ [5] and its when r = κ = 0 and the q-nfpe dual form for r = 0 [4], the quantum group-entropy px which will be the subject of our investigations. S 2 q px 2 q [p] = q px q px q It is worthy to note that this equation embodyes two w q q dx, 7 t vρ D 2 v v 2 ρ2 q = 0, 25 S q [p] = q q dx, 6 known special cases: the linear Fokker-Planck equation for r = + κ 2 < 0, with q = when r = ± κ = q/2. + κ 2 κ [29]. Remark that the particle current 22 is the sum of two for r = + κ 2 > 0, with q = + κ 2 + κ [5] and its t The thermostatistics theory based on the STM-entropy fulfills the Legendre structure [29]. The main proprieties of v v 2 = 0 vρ, contributes: j = j drift + j diff. linear drift term vρ D 2 ρj drift which describes the standard Uhlenbeck-Ornstein process, dual a statistical form system described by this entropy, in the microcanonical formalism, has been investigated in [30]. Finally, in when r = κ = 0 and the q-nfpe and a nonlinear diffusive term [3], the entropy px S S 2 q px 2 q κ,r [p] has been derived from a generalized j diff [ r + κρ +r+κ r κρ +r κ], 26 version of [p] = qthe Shannon-Khinchin axioms q q and the corresponding uniqueness theorem. vρ D 2 given by the sum of two different dx, 7 v for r = + κ 2 < 0, with q = t v power terms v of 2 ρ ρ2 q whenever = 0, + κ 2 r ± κ. This kind of nonlinearity is substantially different κ [29]. from the when oner appearing = ± κ = in Eq. 25 q/2. formed by just a single The thermostatistics 3. NONLINER theory FOKKER-PLNCK based on the STM-entropy EQUTION fulfills power Remark term of ρ. that the particle current 22 is the sum of two c the Legendre structure [29]. The main proprieties of a statistical system described by this entropy, in the microcanonical drift 0 s known, in the j tributes: j = drift + j diff limit purely diffusive case,. linear drift term j drift vρ, wh Following standard methods [, 24, 32] a NFPE related to Eq. 25 describes super-diffusive or sub-diffusive processes describe the standard Uhlenbeck-Ornstein process and a n formalism, the STM-entropy has been STM-NFPE investigated canin be[30]. obtained Finally, starting in from [3], the depending on the value of q < or q >, respectively. linear diffusive term entropy S κ,r [p] has been derived from a generalized version of the Shannon-Khinchin axioms and the corresponding uniqueness theorem. j diff [ r + κρ +r+κ r κρ +r κ], v

4 478. M. Scarfone and T. Wada Let us now consider a linear combination of two q-nfpe 25 with two power indexes q and q 2, respectively, according to [ ] r + κ t vρ + D v v ρ2 q [ ] r κ t vρ + D v v ρ2 q 2 = Clearly, this equation coincides with Eq. 23 when q = r κ and q 2 = r + κ. On the other hand, from figure, we can see that the index q = r κ < and the index q 2 = r + κ >. This means that STM-NFPE can be obtained as a linear combination of two different q-nfpe: the one describing a super-diffusive process and the other describing a sub-diffusive process. In other words, the STM- NFPE describes kinetic processes occurring in anomalous media where both super-diffusive and sub-diffusive mechanisms arise contemporarily and competitively. The stationary state reached by the system described by the STM-NFPE can be obtained by imposing the condition of the current-free j = 0. In this way, from Eq. 22, we obtain 2 v2 + Dλln {κ,r} ρ st where Dγ is the integration constant and ρ st = α exp {κ,r} γ + v2 λ 2D α = Dγ, 28, 29 which is a generalized Gaussian. This solution is nothing but the optimizing maximal entropy distribution obtainable from the variational problem 2, with n = 2, if we identify the Lagrange multiplier β = /D. Finally, let us inspect on the physical meaning of the functional L κ,r [ρ] used to derive the STM-NFPE. Firstly, we observe that at equilibrium, with β = /D, the functional 20 coincides with the generalized free energy of the system, i.e. F κ,r [ρ eq ] L κ,r [ρ eq ] [30]. Differently, out of equilibrium, it can be shown that Eq. 20 is a not increasing function which reaches its minimum when the system reaches the stationary state ρ st v. In fact, from Eqs. 8 and 9, we have d d t L [ρ] = δ κ,r Lκ,r t δρ [ρ] dv j δ = Lκ,r v δρ [ρ] dv = j [ δ ] Lκ,r v δρ [ρ] dv j 2 = ρ dv 0, where equality holds at equilibrium, when j vanishes. ccording to [33], we can identify the quantity L κ,r [ρ] with the Lyapunov functional of the system under inspection, which uniquely characterizes the Fokker-Planck equation LIE SYMMETRIES ND RELTED GROUP INVRINT SOLUTIONS way to obtain special solutions of a PDE is based on the determination of its Lie symmetries. Here we explore the classical Lie symmetries of the STM-NFPE where the generators χv, t, ρ are functions of the independent variables v and t and of the dependent variable ρ. More general symmetries, with generators depending also on the derivative of the field ρ, can also exist, although we do not explore this situation here. 4.. Lie symmetries The determination of the Lie symmetries can be accomplished by following well-known techniques described in standard textbooks [2, 22, 34] which we remind for the details. For the sake of clarity, it is useful to consider the three cases represented by the Eqs. 23, 24 and 25 separately. a Linear FP equation. Firstly, we consider the linear Fokker-Planck equation 24 which has been widely studied in the past [35]. Its maximal symmetry group is composed by the following seven operators χ = t, χ 2 = e t v, χ 3 = e t v D vρ, χ 4 = e 2t v v t ρ χ 5 = e 2t v v + t D v2 ρ χ 6 = ρ, χ 7 = η,, 30, where η is another solution of Eq. 24. The firsts two operators generate time and velocity translations, χ 3 generates dilations whilst χ 4 and χ 5 generate more complicated transformations involving both dilations and translations in velocity and time. Finally, the last two generators reflect the linearity of Eq. 24 in the sense that if ρ and η are solutions, then the same is also true for k ρ + η, with k a constant. b q-nfpe. The maximal symmetry group of equation 25 is formed by

5 Brazilian Journal of Physics, vol. 39, no. 2, ugust, the following four operators χ = t, χ 2 = e t v, χ 3 = q v 2 v + ρ. 3 χ 4 = e q 3t v v t ρ. The first two generators are identical to those of the linear case and produce time and velocity translations whilst the last two generators have a q-dependence and produce dilations. c STM-NFPE. The maximal symmetry group of Eq. 23 reduces to the following two operators χ = t, χ 2 = e t v, 32 which generate time and velocity translations. ny other symmetry is destroyed by the particular expression of the nonlinearity of the diffusive term Group-invariant solutions Having classifiied the classical Lie symmetries, we derive now several physically meaningful solutions characterized by their invariance under some of the above symmetries transformations. Let us begin by considering the GIS related to the generators χ and χ 2 which are common to the whole family of STM-NFPE. Trivially, the invariant solution under the action of the generator χ corresponds to the stationary state 29 considered in the previous section. lso trivial is the invariant solution related to the generator χ 2, which produces a timedependent space translation. It is merely a constant. More significative GIS can be obtained starting from a linear combination of χ and χ 2, with generator χ = u t + e t v, 33 where u is a constant. The invariant corresponding to this symmetry is ξ = v + u e t, 34 which is the coordinate of a time-depending moving frame. Rewriting Eq. 23 in the ξ variable we obtain the following ordinary differential equation D d2 d ξ 2 r + κ 2κ ηξ+r+κ r κ 2κ ηξ+r κ +ξ d ηξ + ηξ = 0, 35 d ξ where ηξ ρv, t. Its solution, given by ηξ = α exp {κ,r} γ + ξ2, 36 λ 2D is a generalized Gaussian that translates in the v-space, by preserving its shape in time. In fact, we can easily verify that the variance v 2 = v 2 v 2 is conserved in time. Moreover, this solution describes an isoentropic process with ds κ,r [ρ]/d t = 0. Notwithstanding, the Lyapunov function decreases in time since the system dissipates energy during the evolution toward the equilibrium d d t L κ,r [ρ] = e t u 2 0, 37 where equality holds at t. Let us now consider the two symmetries generated by the operators χ 3 and χ 4 which are typical of the q-nfpe. Quite interesting, the first of these transformation introduces the following scaling ρv, t e ε ρ e q 2 ε v, t, 38 which, in the q limit, reduces to the scaling ρ cρ, holding for the linear equations. Unfortunately, the related GIS ρv, t v 2 q f t, 39 with f t obtainable from Eq. 25 with the ansatz 39, is physically meaningless, being divergent when v 0 q > or v q <. Finally, the operator χ 4 introduces more complicate scaling involving all the variables ρ, v and t. The corresponding GIS is again divergent in both v and t. More in general, starting from suitable linear combinations of the generators 3 we can obtain some physically significative solutions. mong the many, let us consider the following case χ = e q 3t v v + e q 3t t eq 3t ρ χ + χ Introducing the global invariants the q-nfpe becomes ξ = v e q 3t q 3 ηξ = ρv, t e q 3t 3 q, 4, 42 D d2 d ξ 2 ηξ2 q + ξ d ηξ + ηξ = 0, 43 d ξ whose solution can be written in ηξ = Z q exp q 2 β q ξ 2, 44

6 480. M. Scarfone and T. Wada Brazilian Journal of Physics, vol.??, no.??, mes, 200? with β q = 2 q Z q q D, 45 Z q the normalization constant and exp q x = [ qx] q the q-exponential. Returning to the original variables ρ and v, we obtain the well known q-gaussian self-similar solution in the form where ρx, t = Z q t exp q Z q t = Z q 2 β qtv 2, 46 eq 3t m 3 q, 47 2 Zq β q t = β q. 48 Z q t Finally, for a discussion of the remaining GIS belonging to the linear Fokker-Planck equation, generated by the operators χ 3, χ 4 and χ 5 of Eq. 30, we remaind to the existent literature [34, 36]. that that is is a the diffusive Barenblatt equation self-similar with an solution extra [39]. term representing a source for the field particle. Based on these results, let us introduce a time-dependent In the large time limit, this term becomes negligible with respect to the others, so that equation 56 can be well transformation for the whole family of the STM-NFPE, de- approxi- ma We ap ge me the is pro me pro In can tio 5. NONLINER DIFFUSIVE EQUTION From the previous analysis it follows that, in general, the self-similar function ρ G v, t = exp {κ,r} at btv 2, 49 is not an exact solution of Eq. 23, although it still plays a role in the study of purely diffusive processes related to this equation. In order to clarify this role let us recall that, according to the following time-dependent transformation with ηv, t = at ρ ζv, t, τt, 50 ζv, t = D v at, τt = lnat, 5 at = [ + 3 qt ] 3 q, the q-fpe is mapped in the following purely diffusive equation η t = 2 v 2 η2 q, 52 which is known as porous medium equation [37, 38]. Correspondingly, the self-similar q-gaussian solution 46 is changed into 2 ηv, t = t 3 q 2 We posed Z q = 3 q /q 3. q 22 q3 q t v q q, 53 FIG. 2: Large time values behavior of the numerical solutions for FIG. 2: Large time values behavior of the numerical solutions for κ = 0.3, r = 0, with an initial triangular probability distribution. The κ = 0.3, r = 0, with an initial triangular probability distribution. logarithm of the ratio 58 is plotted in each figure. The best fitted The logarithm of the ratio 58 is plotted in each figure. The parameters best fittedare: a =.324, b at t = 0.0; a 4.862, b = parameters are: a =.324, b = at t = 0.0; at t = 37; a 7.640, b = a = 4.862, at t = b = at t = 37; a = 7.640, and a = 23.39, b = b = at t = and a = 23.39, b = at at t t = , re- respectively. Inset Inset figures figures show showηv, ηv, t t at at each time t. wh ρ 49 me In wi cle tio giv tot We to trie Fo en fun its era as the is it p tia to tio ide lar the

7 Brazilian Journal of Physics, vol. 39, no. 2, ugust, fined by ηv, t = ρ ζv, t, τt, 54 with ζv, t and τt as in Eq. 5, but now at = + 2t Remark that the transformation 54 maps κ, r-gaussian into κ, r-gaussian. By applying such transformation on Eq. 23, we obtain the following evolution equation [ η t = 2 v 2 η +r r + κ 2κ ηκ r κ 2κ η κ] + η 2t +, 56 that is a diffusive equation with an extra term representing a source for the field particle. In the large time limit, this term becomes negligible with respect to the others, so that equation 56 can be well approximate by the purely κ, r-diffusive equation [ t η = 2 v 2 η +r r + κ 2κ ηκ r κ 2κ η κ]. 57 We recall now that any localized solution of STM-NFPE 23 asymptotically approaches the stationary state given by the generalized Gaussian 29 which is, therefore, transformed by means of equation 54 in another one that well approximates the solution of Eq. 57. This means that, any localized state is driven to a stationary state that is asymptotically well approximated by a κ, r-gaussian function. In order to confirm this asymptotic behavior, we numerically study the approach to the equilibrium of a given Cauchy problem for the diffusive equation 57. In fact, the asymptotic behavior of the solutions of Eq. 57 can be evidenced by studying the time evolution of the function ρv, t rv, t = ln ρ G, 58 v, t which is the logarithmic ratio between the numerical solution ρv, t of equation 57 and the generalized Gaussian function 49, with at and bt the best fitted parameters of the numerical solution, at each time t. In the inset of figure 2, we plotted the time evolution of ηv, t with an initial triangle shape, for the case κ = 0.3, r = 0. It is clear from this picture that rv, t 0 as t, i.e. the function 58 gradually decreases to zero as time evolves, which gives a strong evidence that the numerical solution is asymptotically approaching the generalized Gaussian function. We have run several simulations with different initial shapes to confirm this asymptotic behavior. 6. SUMMRY In this work we have studied the classical Lie symmetries and the related group invariant solutions of a nonlinear Fokker-Planck equation based on the Sharma-Taneja-Mittal entropy. The analysis showed that the generalized Gaussian function, obtained by replacing the standard exponential with its generalized version, is recurrent in the expression of several GIS. In fact, it models the stationary state 29 as well as the traveling wave 36 and, limiting to the q-case, also the self-similar solution 46. In general, the κ, r-gaussian is not a scale invariant solution of the STM-NFPE although it plays a role in the study of the evolution of localized initial states driven by the purely diffusive equation 57 related to the STM-NFPE. By performing several numerical simulations, with different initial shapes, we have found strong evidence that localized initial states are well approximated, for large time values, by the κ, r-gaussian function instead of the standard Gaussian. [] H. Risken, The Fokker-Planck Equation: Methods of Solution and pplications, Springer- Verlag, Berlin 989. [2] I.T. Pedron, R.S. Mendes, L.C. Malacarne and E.K. Lenzi, Phys. Rev. E 65, [3] L.C. Malacarne, R.S. Mendes, I.T. Pedron and E.K. Lenzi, Phys. Rev. E 63, 0300R 200. [4] H. Spohn, J. Phys. France I 3, [5] M. Muskat, The Flow of Homogeneous Fluids Through Porous Media, McGraw-Hill, New York 937. [6] J. G. Berryman, J. Math. Phys. 8, [7] F. Bardou, J.P. Bouchand, O. Emile,. spect and C. Cohen- Tannoudji, Phys. Rev. Lett. 72, [8]. Ott et al. Phys. Rev. Lett. 65, [9] T.H. Solomon, E.R. Weeks and H.L. Swinney, Phys. Rev. Lett. 7, [0] O.V. Bychuk and B. O Shaughnessy, Phys. Rev. Lett. 74, [] T.D. Frank, Nonlinear Fokker-Planck equations, Springer Series in Synergetic, Springer-Verlag, New York [2] V. Schwämmle, E.M.F. Curado and F.D. Nobre, Eur. Phys. J. B 58, [3] C. Tsallis, J. Stat. Phys. 52, [4] G. Kaniadakis, Phys. Rev. E 72, [5] S. be, Phys. Lett. 224, [6] E.M.F. Curado and F.D. Nobre, Physica 335, [7] E.P. Borges and I. Roditi, Phys. Lett. 246, [8] B.D. Sharma and I.J. Taneja, Metrica 22, [9] D.P. Mittal, Metrika 22, [20] G. Kaniadakis, M. Lissia, and.m. Scarfone, Physica 340, ; Phys. Rev. E 7, [2] P.J. Olver, pplications to Lie groups to differential equations, Graduate Text in Mathematics, Springel-Verlas, New- York 993. [22] P.E. Hydon, Symmetry Method for Differential Equations, Cambridge Texts in pplied Mathematics, Cambridge University Press [23] G. Kaniadakis, Physica 296, [24] T.D. Frank, Physica 30,

8 482. M. Scarfone and T. Wada [25].R. Plastino and. Plastino, Physica 222, [26] V. Schwämmle, F.D. Nobre and E.M.F. Curado, Consequences of the H-Theorem from Nonlinear Fokker-Planck Equations, arxiv: v [cond-mat.stat-mech]. [27].M. Scarfone, H. Suyari and T. Wada, Gauss law of error revisited in the framework of Sharma-Taneja-Mittal information measure, Centr. Eur. J. Phys. 2009, in press. [28] T.W. Chaundy and J.B. McLeod, Proc. Edin. Math. Soc. Edin. Math. Notes 43, [29].M. Scarfone and T. Wada, Phys. Rev. E 72, [30].M. Scarfone, Physica 365, [3] T. Wada, H. Suyari, Phys. Lett 368, [32].M. Scarfone and T. Wada, Physica 384, [33] T.D. Frank, Phys. Lett. 290, [34] G.W. Bluman and S. Kumei, Symmetry and Differential Equations, pplied Mathematical Sciences, Springer- Verlags, New York 989. [35] G. Cicogna and D. Vitali, J. Phys. : Math. Gen. 22, L ; J. Phys. : Math. Gen. 23, L [36] G.W. Bluman and J.D. Cole, Similarity Methods for Differential Equations, ppl. Math. Sci. No. 3 Springer-Verlag, New York, 974. [37] D.G. ronson, The porous media equation, in. Dobb and B. Eckmann Eds., Nonlinear diffusion problems - Lecture notes in mathematics, 224, Springer, Berlin 986. [38] L.. Peletier, The porous media equation, in H. mann, N. Bazley and K. Kirchgässner Eds., pplications of nonlinear analysis in the physical science, pag. 229 Pitman dvanced Publishing Program, Boston 98. [39] G.I. Barenblatt, Prikl. Mat. Mekh. 6, [40] T. Wada and.m. Scarfone, symptotic solution of a nonlinear diffusive equation in the framework of κ-generalized statistical mechanics, Eur. J. Phys. B 2009, in press.

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