THE RECONSTRUCTION OF THE FOKKER-PLANCK AND MASTER EQUATIONS ON THE BASIS OF EXPERIMENTAL DATA: H-THEOREM AND S-THEOREM

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Abstract
The method of reconstruction of Fokker-Planck and Master equations for nonlinear open systems on the basis of experimental time series is considered. In the process of time evolution the entropy of a system, renormalized to the given value of the mean effective energy, increases in accordance with the kinetic equations (H-theorem). The evolution of the renormalized entropy of stationary states in the space of rule (control) parameters is also considered (S-theorem).

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