On separable Fokker-Planck equations with a constant diagonal diffusion matrix

Details On separable Fokker-Planck equations with a constant diagonal diffusion matrix On separable Fokker-Planck equations with a constant diagonal diffusion matrix

1999-04-28

arxiv.org/abs/math-ph/9904034v3

J. Phys. A: Math. Gen., 1999, Vol. 32, No. 42, pp. 7393-7404

Physics

Mathematical Physics

20 pages, LaTeX

Scientific paper

10.1088/0305-4470/32/42/311

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients $B_1(\vec x),B_2(\vec x),B_3(\vec x)$ providing separability of the corresponding Fokker-Planck equations and carry out variable separation in the latter. It is established, in particular, that the necessary condition for the Fokker-Planck equation to be separable is that the drift coefficients $\vec B(\vec x)$ must be linear. We also find the necessary condition for R-separability of the Fokker-Planck equation. Furthermore, exact solutions of the Fokker-Planck equation with separated variables are constructed

Affiliated with

Also associated with

No associations

Rating

On separable Fokker-Planck equations with a constant diagonal diffusion matrix does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On separable Fokker-Planck equations with a constant diagonal diffusion matrix, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On separable Fokker-Planck equations with a constant diagonal diffusion matrix will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-87694