From the Fokker–Planck equation to a contact Hamiltonian system

Abstract

The Fokker–Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation describes relaxation processes and is formulated on a Riemannian manifold. Meanwhile contact Hamiltonian systems are also known to describe relaxation processes. Hence a relation between these two equations is expected to be clarified, which gives a solid foundation in geometric statistical mechanics. In this paper a class of contact Hamiltonian systems is derived from a class of the Fokker–Planck equations on Riemannian manifolds. In the course of the derivation, the Fokker–Planck equation is shown to be written as a diffusion equation with a weighted Laplacian without any approximation, which enables to employ a theory of eigenvalue problems.