Lie algebraic solutions of linear Fokker–Planck equations

DOI10.1063/1.528067zbMath0695.35158OpenAlexW1967096804MaRDI QIDQ3470935

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

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

Related Items (6)

Symmetry classification and exact solutions of the Kramers equation ⋮ Symmetry analysis of the Kramers equation ⋮ 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 ⋮ Diffusion in the time-dependent double-well potential ⋮ Solution of linear partial differential equations by Lie algebraic methods

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

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