Published January 1, 1999 | Version v1
Journal article Metadata-only

Lie-algebraic approach for the Fokker-Planck equation with a nonlinear drift force

Creators

  • 1. Department of Physics, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong (China)

Description

In this paper we have investigated the algebraic structure of the Fokker-Planck equation with a nonlinear drift force. Using the Lie-algebraic approach we have obtained an exact form of the time evolution operator which, in turn, enables us to derive the propagator readily. Since the propagator is for a very general Fokker-Planck equation with a nonlinear drift force, results for any special case can be easily deduced from it. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)

Additional details

Publishing Information

Journal Title
Physica A
Journal Volume
262
Journal Issue
1-2
Journal Page Range
p. 153-157
ISSN
0378-4371
CODEN
PHYADX

INIS

Country of Publication
Netherlands
Country of Input or Organization
Poland
INIS RN
31064397
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ALGEBRA; FOKKER-PLANCK EQUATION; LIE GROUPS; NONLINEAR PROBLEMS; PROPAGATOR; TRANSPORT THEORY
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; MATHEMATICS; PARTIAL DIFFERENTIAL EQUATIONS; SYMMETRY GROUPS