Evolution of statistical averages: an interdisciplinary proposal using the Chapman-Enskog method

A. Mariscal-Sanchez; A. Sandoval-Villalbazo

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arXiv · 1407.5123

Evolution of statistical averages: an interdisciplinary proposal using the Chapman-Enskog method

A. Mariscal-Sanchez·A. Sandoval-Villalbazo

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Abstract

This work examines the idea of applying the Chapman-Enskog (CE) method for approximating the solution of the Boltzmann equation beyond the realm of physics, using an information theory approach. Equations describing the evolution of averages and their fluctuations in a generalized phase space are established up to first order in the Knudsen parameter, which is defined as the ratio of the time between interactions (mean free time) and a characteristic macroscopic time. Although the general equations here obtained may be applied in a wide range of disciplines, in this paper only a particular case related to the evolution of averages in speculative markets is examined.

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A. Mariscal-Sanchez, A. Sandoval-Villalbazo. 2015-02-27. Evolution of statistical averages: an interdisciplinary proposal using the Chapman-Enskog method. https://arxiv.org/abs/1407.5123

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