Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms

DOI10.1016/J.PHYSLETA.2003.10.005zbMath1073.82593OpenAlexW2080729767MaRDI QIDQ1413460

Chi-Fai Lo

Publication date: 16 November 2003

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2003.10.005

zbMATH Keywords

time evolutionLie algebraic approach

Mathematics Subject Classification ID

Applications of Lie (super)algebras to physics, etc. (17B81) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Related Items (1)

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

Cites Work

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• The Fokker-Planck equation. Methods of solution and applications.
• Calculation of the resistance and mobility functions for two unequal rigid spheres in low-Reynolds-number flow
• A class of Fokker-Planck equations with logarithmic factors in diffusion and drift terms
• Lie Algebraic Solution of Linear Differential Equations
• Introduction to Econophysics
• Microscopic chaos and diffusion
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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