New exact solutions to the Fokker-Planck-Kolmogorov equation

DOI10.1016/J.CNSNS.2007.04.009MaRDI QIDQ718781zbMATH OpenOpenAlexFDO

Authors Gazanfer Ünal, Jian-Qiao Sun

Publication date 24 September 2011

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2007.04.009

zbMATH Keywords

Fokker-Planck-Kolmogorov equationconserved quantitygeneralized Liouville theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• scientific article; zbMATH DE number 1273624 (Why is no real title available?)
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• Classification of the extended symmetries of Fokker-Planck equations
• Exact stationary solutions of the Fokker-Planck equation for nonlinear oscillators under stochastic parametric and external excitations
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Probability density functions, the rate of entropy change and symmetries of dynamical systems.
• Singular invariant equation for the \((1+1)\) Fokker-Planck equation.
• Stochastic Problems in Physics and Astronomy
• Symmetry properties of one- and two-dimensional Fokker-Planck equations
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(6)

• New-type solutions of the modified Fischer-Kolmogorov equation
• Exact time dependent solutions to \((1+1)\) Fokker-Planck equation via linearizing transformations to the Itô equations
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems
• Fokker-Planck-Kolmogorov equation for fBm: derivation and analytical solutions
• On exact solutions to the Kolmogorov-Feller equation
• Exact solutions of the Fokker-Planck-Kolmogorov equation for certain multidimensional dynamic systems

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