Symmetry properties of one- and two-dimensional Fokker-Planck equations

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Abstract

The authors study symmetry properties of some Fokker-Planck (FP) equations. In the one-dimensional case, when symmetry groups turn out to be six-parameter ones, this allows us to find changes of variables to reduce such FP equations to the one-dimensional heat equation. They present seven well known FP equations which are reduced to the heat equation. They also study the symmetry and obtain some exact solutions of the Kramers equation.

Original languageEnglish (US)
Article number002
Pages (from-to)L539-L543
JournalJournal of Physics A: General Physics
Volume22
Issue number13
DOIs
StatePublished - 1989
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • General Physics and Astronomy
  • Mathematical Physics

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