Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion

DOI10.1088/0305-4470/32/47/312zbMath0955.35013OpenAlexW1992614763MaRDI QIDQ4947891

Stanislav Spichak, Valerii Stognii

Publication date: 25 April 2000

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/32/47/312

zbMATH Keywords

heat equationSchrödinger equationinvariance algebra of the Rayleigh process equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30) Solutions to PDEs in closed form (35C05)

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