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...
| Authors: | ; |
|---|---|
| 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 |
| _version_ | 1878731848349122560 |
|---|---|
| author | Garrido, L. (Luis), 1930-2009 |
| author2 | Masoliver, Jaume, 1951- |
| author2_role | author |
| author_browse | Garrido, L. (Luis), 1930-2009 Masoliver, Jaume, 1951- |
| author_facet | Garrido, L. (Luis), 1930-2009 Masoliver, Jaume, 1951- |
| author_role | author |
| collection | Dipòsit Digital de la UB |
| 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. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | ES_37d0ceca6f002c4da660331d8976f5b1 |
| institution | Universidad de Barcelona |
| instname_str | Universidad de Barcelona |
| network_acronym_str | ES |
| network_name_str | España |
| oai_identifier_str | oai:diposit.ub.edu:2445/24550 |
| publishDate | 1982 |
| publishDateSort | 1982 |
| publisher | American Institute of Physics |
| publisherStr | American Institute of Physics |
| reponame_str | Dipòsit Digital de la UB |
| spelling | On a class of exact solutions to the Fokker-Planck equations Garrido, L. (Luis), 1930-2009 Masoliver, Jaume, 1951- Equació de Fokker-Planck Geometria diferencial Fokker-Planck equation Differential geometry 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. American Institute of Physics https://hdl.handle.net/2445/24550 |
| 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 |
| status_str | publishedVersion |
| title | 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_short | On a class of exact solutions to the Fokker-Planck equations |
| title_sort | On a class of exact solutions to the Fokker-Planck equations |
| topic | Equació de Fokker-Planck Geometria diferencial Fokker-Planck equation Differential geometry |
| topic_facet | Equació de Fokker-Planck Geometria diferencial Fokker-Planck equation Differential geometry |
| url | https://hdl.handle.net/2445/24550 |