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The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach

Mathematical Physics 2015-06-26 v3 Condensed Matter Analysis of PDEs math.MP

Abstract

The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki's method for solving the 1-dimensional linear Fokker-Planck equation.

Keywords

Cite

@article{arxiv.math-ph/9807009,
  title  = {The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach},
  author = {A. A. Donkov and A. D. Donkov and E. I. Grancharova},
  journal= {arXiv preprint arXiv:math-ph/9807009},
  year   = {2015}
}

Comments

6 pages, latex, no figures; new e-mail address added; typos corrected in formulae (6) and (7)