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On separable Fokker-Planck equations with a constant diagonal diffusion matrix

Mathematical Physics 2009-10-31 v3 math.MP Probability Exactly Solvable and Integrable Systems Biological Physics

Abstract

We classify (1+3)-dimensional Fokker-Planck equations with a constant diagonal diffusion matrix that are solvable by the method of separation of variables. As a result, we get possible forms of the drift coefficients B1(x),B2(x),B3(x)B_1(\vec x),B_2(\vec x),B_3(\vec x) providing separability of the corresponding Fokker-Planck equations and carry out variable separation in the latter. It is established, in particular, that the necessary condition for the Fokker-Planck equation to be separable is that the drift coefficients B(x)\vec B(\vec x) must be linear. We also find the necessary condition for R-separability of the Fokker-Planck equation. Furthermore, exact solutions of the Fokker-Planck equation with separated variables are constructed

Keywords

Cite

@article{arxiv.math-ph/9904034,
  title  = {On separable Fokker-Planck equations with a constant diagonal diffusion matrix},
  author = {Alexander Zhalij},
  journal= {arXiv preprint arXiv:math-ph/9904034},
  year   = {2009}
}

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20 pages, LaTeX