Entropy generation and the Fokker-Planck equation

Stochastic differential equations are important to model many complex systems. The Fokker-Planck equation is fundamental in statistical thermodynamic analysis and in the study of fluctuations in complex systems. Entropy generation is a fundamental quantity in the analysis of irreversibility. This paper develops a link between the Fokker-Planck equation and entropy generation. The result suggests linking the entropy generation approach also to statistical processes.