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 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 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
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}
}
Comments
20 pages, LaTeX