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

C.f Lo

Physica A: Statistical Mechanics and its Applications, 1999, vol. 262, issue 1, 153-157

Abstract: 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.

Date: 1999
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437198003926
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:262:y:1999:i:1:p:153-157

DOI: 10.1016/S0378-4371(98)00392-6

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().