On separable Fokker-Planck equations with a constant diagonal diffusion matrix

DOI10.1088/0305-4470/32/42/311MaRDI QIDQ4485365zbMATH OpenOpenAlexFDO

Authors Alexander Zhalij

Publication date 12 June 2000

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

Full work available at URL https://arxiv.org/abs/math-ph/9904034

zbMATH Keywords

exact solutionsFokker-Planck equationsseparation of variables

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(vecx),B_2(vecx),B_3(vecx)$ providing separability of the corresponding Fokker-Planck equations and carry out variable separation in the latter. It is established, in particular, that the necessary condition for the Fokker-Planck equation to be separable is that the drift coefficients $vecB(vecx)$ must be linear. We also find the necessary condition for R-separability of the Fokker-Planck equation. Furthermore, exact solutions of the Fokker-Planck equation with separated variables are constructed

Cited in

(4)

• scientific article; zbMATH DE number 436891 (Why is no real title available?)
• scientific article; zbMATH DE number 1510567 (Why is no real title available?)
• scientific article; zbMATH DE number 1537423 (Why is no real title available?)
• Stability analysis of a class of unsteady nonparallel incompressible flows via separation of variables

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