Search for the symmetry of the Fokker-Planck equation (Q1083099): Difference between revisions
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scientific article
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English | Search for the symmetry of the Fokker-Planck equation |
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Search for the symmetry of the Fokker-Planck equation (English)
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1984
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It is shown that the Fokker-Planck equations with linear drift \(\gamma\) x and nonlinear drift \(\gamma x+\delta /x\), i.e. the Rayleigh process, have exact symmetries on their own solution manifolds, the sl(2,R)\(\otimes\) Weyl algebra and the sl(2,R)\(\otimes I\), respectively. The symmetries of these two types of processes for \(1+2\)-dimensional cases are explicitly found out too.
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Fokker-Planck equations
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symmetries
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