Symmetries of the Fokker-Planck equation with a constant diffusion matrix in 2 + 1 dimensions

DOI10.1088/0305-4470/32/14/008zbMath0946.60096OpenAlexW2023734975MaRDI QIDQ4262474

Frederico Finkel

Publication date: 12 September 1999

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

Full work available at URL: https://doi.org/10.1088/0305-4470/32/14/008

zbMATH Keywords

Fokker-Planck equationgroup-invariant solutionspositive-definite diffusion matrix

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (7)

Symmetry of stochastic non-variational differential equations ⋮ Equivalence and symmetries for variable coefficient linear heat type equations. I ⋮ Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions ⋮ On symmetries of the Fokker-Planck equation ⋮ Generalized uncorrelated SABR models with a high degree of symmetry ⋮ Random Lie-point symmetries of stochastic differential equations ⋮ CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS

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