Lie algebraic solutions of linear Fokker–Planck equations

DOI10.1063/1.528067MaRDI QIDQ3470935zbMATH OpenOpenAlexFDO

Authors Fritz Wolf

Publication date 1988

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

Full work available at URL https://doi.org/10.1063/1.528067

zbMATH Keywords

solvable Lie algebrastime-evolution operatorLie algebraic techniquesLie algebraic solutionslinear Fokker-Planck equations

Mathematics Subject Classification ID

Solvable, nilpotent (super)algebras (17B30) Initial value problems for second-order parabolic equations (35K15) Partial differential equations of mathematical physics and other areas of application (35Q99)

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Cites work

• Decomposition formulas of exponential operators and Lie exponentials with some applications to quantum mechanics and statistical physics
• Lie Algebraic Solution of Linear Differential Equations
• Stochastic Problems in Physics and Astronomy

Cited in

(13)

• Symmetry analysis of the Kramers equation
• Lie algebra solution of population models based on time-inhomogeneous Markov chains
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• Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
• Diffusion in the time-dependent double-well potential
• Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest
• Application of the generalized method of Lie-algebraic discrete approximations to the solution of the Cauchy problem with the advection equation
• Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration
• Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
• Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
• ON FOKKER-PLANCK AND LINEARIZED KORTEWEG-DE VRIES TYPE EQUATIONS WITH COMPLEX SPATIAL VARIABLES
• Solution of linear partial differential equations by Lie algebraic methods
• Symmetry classification and exact solutions of the Kramers equation

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