Lie algebraic solutions of linear Fokker–Planck equations
- 1 February 1988
- journal article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 29 (2), 305-307
- https://doi.org/10.1063/1.528067
Abstract
Nonstationary solutions of linear Fokker–Planck equations with arbitrary drift and diffusion coefficients are derived. Using Lie algebraic techniques the time-evolution operator is given as a product of exponentials of the differential operators appearing in the equations.Keywords
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