Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach

DOI10.1140/EPJB/E2011-20723-7zbMATH Open1515.82120OpenAlexW2023613043MaRDI QIDQ6135096FDOQ6135096

Authors Chi-Fai Lo 

Publication date 26 July 2023

Published in The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1140/epjb/e2011-20723-7

zbMATH Keywords

dynamical symmetryUhlenbeck processconditional probability distribution functionabsorb boundary conditioncomplicated problem

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Symmetries, Lie group and Lie algebra methods for problems in mechanics (70G65)

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Cites work

• A PERTURBATIVE APPROACH TO A CLASS OF FOKKER–PLANCK EQUATIONS
• A class of Fokker-Planck equations with logarithmic factors in diffusion and drift terms
• A unified approach for the solution of the Fokker-Planck equation
• Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
• Exact solutions of the Fokker-Planck equations with moving boundaries
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Introduction to Econophysics
• Lie Algebraic Solution of Linear Differential Equations
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
• The Fokker-Planck equation. Methods of solution and applications.
• Variable step random walks and self-similar distributions

Cited in

(10)

• On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
• Steady-state solution of a two-dimensional Fokker–Planck equation with strong quasilinear diffusion for lower-hybrid current drive
• A solvable model for non-additive stochastic processes
• The exact solution of the Cauchy problem for two generalized Fokker-Planck equations---algebraic approach
• Wave functions for time-dependent Dirac equation under GUP
• Exact temporal evolution for some nonlinear diffusion processes
• Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
• Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
• 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
• Analytical results for a Fokker–Planck equation in the small noise limit

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