Lie algebraic solutions of linear Fokker–Planck equations

DOI10.1063/1.528067zbMath0695.35158MaRDI 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 algebras; time-evolution operator; Lie algebraic techniques; Lie algebraic solutions; linear Fokker-Planck equations

Mathematics Subject Classification ID

35Q99: Partial differential equations of mathematical physics and other areas of application

35K15: Initial value problems for second-order parabolic equations

17B30: Solvable, nilpotent (super)algebras

Related Items

Symmetry classification and exact solutions of the Kramers equation, Solution of linear partial differential equations by Lie algebraic methods, Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration, Application of the generalized method of Lie-algebraic discrete approximations to the solution of the Cauchy problem with the advection equation, Symmetry analysis of the Kramers equation, Diffusion in the time-dependent double-well potential

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