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Search for the symmetry of the Fokker-Planck equation

Ing An, Shi Chen and Han-ying Guo

Physica A: Statistical Mechanics and its Applications, 1984, vol. 128, issue 3, 520-528

Abstract: It is shown that the Fokker-Planck equations with linear drift γx and nonlinear drift γx + δx, i.e. the Rayleigh process, have exact symmetries on their own solution manifolds, the sl(2, R) ⊗ Weyl algebra and the sl(2, R) ⊗ I, respectively. The symmetries of these two types of processes for 1 + 2-dimensional cases are explicitly found out too.

Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:128:y:1984:i:3:p:520-528

DOI: 10.1016/0378-4371(84)90190-0

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