On a class of exact solutions to the Fokker-Planck equations


Autoria(s): Garrido, L. (Luis), 1930-; Masoliver, Jaume, 1951-
Contribuinte(s)

Universitat de Barcelona

Data(s)

26/04/2012

Resumo

In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.

Identificador

http://hdl.handle.net/2445/24550

Idioma(s)

eng

Publicador

American Institute of Physics

Direitos

(c) American Institute of Physics, 1982

info:eu-repo/semantics/openAccess

Palavras-Chave #Equació de Fokker-Planck #Geometria diferencial #Fokker-Planck equation #Differential geometry
Tipo

info:eu-repo/semantics/article