Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest
DOI10.1063/1.5037656zbMATH Open1391.82040OpenAlexW2804081808WikidataQ115333075 ScholiaQ115333075MaRDI QIDQ4565451FDOQ4565451
Authors: Marco Bianucci 
Publication date: 12 June 2018
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5037656
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- On the correspondence between a large class of dynamical systems and stochastic processes described by the generalized Fokker–Planck equation with state-dependent diffusion and drift coefficients
- Nonconventional fluctuation dissipation process in non-Hamiltonian dynamical systems
Cited In (4)
- Operators central limit theorem
- Enhancing the description of multi-time-scale geophysical phenomena: incorporating finite time scale separation and feedback, illustrated with the case of a 1D variable of interest
- Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
- About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach
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