Deformed multivariable Fokker-Planck equations

DOI10.1063/1.2748375MaRDI QIDQ3529807zbMATH OpenOpenAlexFDO

Authors Choon-Lin Ho, Ryu Sasaki

Publication date 14 October 2008

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0703291

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Fokker-Planck equations (35Q84) Groups and algebras in quantum theory and relations with integrable systems (81R12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: In this paper new multi-variable deformed Fokker-Planck (FP) equations are presented. These deformed FP equations are associated with the Ruijsenaars-Schneider-van Diejen (RSvD) type systems in the same way that the usual one variable FP equation is associated with the one particle Schr"odinger equation. As the RSvD systems are the "discrete" counterparts of the celebrated exactly solvable many-body Calogero-Sutherland-Moser systems, the deformed FP equations presented here can be considered as "discrete" deformations of the ordinary multi-variable FP equations.

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Cites work

• A Class of Matrix Ensembles
• Calogero-Sutherland-Moser Systems, Ruijsenaars-Schneider-van Diejen Systems and Orthogonal Polynomials
• Difference Calogero–Moser systems and finite Toda chains
• Equilibrium positions, shape invariance and Askey–Wilson polynomials
• Non-equilibrium thermodynamics and anomalous diffusion
• On the use of Mellin transform to a class of \(q\)-difference-differential equations
• Quantum versus classical integrability in CalogerondashMoser systems
• Shape invariant potentials in ``discrete quantum mechanics

Cited in

(4)

• Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials
• Deformed Fokker-Planck Equations
• Multiparticle quasiexactly solvable difference equations
• Exactly solvable birth and death processes

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