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

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...

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Authors: Garrido, L. (Luis), 1930-2009, Masoliver, Jaume, 1951-
Format: article
Status:Published version
Publication Date:1982
Country:España
Institution:Universidad de Barcelona
Repository:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/24550
Online Access:https://hdl.handle.net/2445/24550
Access Level:Open access
Keyword:Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
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spelling On a class of exact solutions to the Fokker-Planck equationsGarrido, L. (Luis), 1930-2009Masoliver, Jaume, 1951-Equació de Fokker-PlanckGeometria diferencialFokker-Planck equationDifferential geometryIn 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.American Institute of Physics1982info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://hdl.handle.net/2445/24550Articles publicats en revistes (Física de la Matèria Condensada)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaInglésReproducció del document proporcionada per AIP i http://dx.doi.org/10.1063/1.525485Journal of Mathematical Physics, 1982, vol. 33, p. 1151-1158http://dx.doi.org/10.1063/1.525485(c) American Institute of Physics, 1982info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/245502026-05-27T06:46:51Z
dc.title.none.fl_str_mv On a class of exact solutions to the Fokker-Planck equations
title On a class of exact solutions to the Fokker-Planck equations
spellingShingle On a class of exact solutions to the Fokker-Planck equations
Garrido, L. (Luis), 1930-2009
Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
title_short On a class of exact solutions to the Fokker-Planck equations
title_full On a class of exact solutions to the Fokker-Planck equations
title_fullStr On a class of exact solutions to the Fokker-Planck equations
title_full_unstemmed On a class of exact solutions to the Fokker-Planck equations
title_sort On a class of exact solutions to the Fokker-Planck equations
dc.creator.none.fl_str_mv Garrido, L. (Luis), 1930-2009
Masoliver, Jaume, 1951-
author Garrido, L. (Luis), 1930-2009
author_facet Garrido, L. (Luis), 1930-2009
Masoliver, Jaume, 1951-
author_role author
author2 Masoliver, Jaume, 1951-
author2_role author
dc.subject.none.fl_str_mv Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
topic Equació de Fokker-Planck
Geometria diferencial
Fokker-Planck equation
Differential geometry
description 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.
publishDate 1982
dc.date.none.fl_str_mv 1982
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/24550
url https://hdl.handle.net/2445/24550
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Reproducció del document proporcionada per AIP i http://dx.doi.org/10.1063/1.525485
Journal of Mathematical Physics, 1982, vol. 33, p. 1151-1158
http://dx.doi.org/10.1063/1.525485
dc.rights.none.fl_str_mv (c) American Institute of Physics, 1982
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) American Institute of Physics, 1982
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv American Institute of Physics
publisher.none.fl_str_mv American Institute of Physics
dc.source.none.fl_str_mv Articles publicats en revistes (Física de la Matèria Condensada)
reponame:Dipòsit Digital de la UB
instname:Universidad de Barcelona
instname_str Universidad de Barcelona
reponame_str Dipòsit Digital de la UB
collection Dipòsit Digital de la UB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.300724

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