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Derivation of Fokker-Planck equation from Schrodinger dynamics

Abstract

The Fokker_Planck equation can be derived in a consistent manner through a microscopic approach based on a unified scheme of classical and quantum mechanics. Here we shall derive it through a purely quantum mechanical approach based on the reversible Schrodinger dynamics. We also give a brief discussion of the path integral representation of the Fokker_Planck equation in light of our derivation. We conclude that, because of the use of the representation of eigenstates of the time-independent Hamiltonian in our derivation, the thermodynamical entropy in this case must correspond to a coarse-graining of the quantum entropy.

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