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1982

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/24550

On a class of exact solutions to the Fokker-Planck equations

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http://dx.doi.org/10.1063/1.525485

Abstract

In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.

Subject

Equació de Fokker-Planck, Geometria diferencial

Subject (English)

Fokker-Planck equation, Differential geometry

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Articles publicats en revistes (Física de la Matèria Condensada)

Citation

GARRIDO, L. (Luis) and MASOLIVER, Jaume. On a class of exact solutions to the Fokker-Planck equations. Journal of Mathematical Physics. 1982. Vol. 33, num. 1151-1158. ISSN 0022-2488. [consulted: 18 of August of 2026]. Available at: https://hdl.handle.net/2445/24550

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