Symmetry analysis and reduction of two-dimensional Fokker-Planck equation with variable matrix of diffusion

Authors

  • V. Stogniy

Abstract

Fokker-Planck equation from the stochastic theory, which has a homogeneous drift coefficient and a variable diffusion coefficient is considered. Lie symmetries are investigated and exact solutions are constructed.

Симетрія і інтегровність рівнянь математичної фізики

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Published

2006-11-14

Issue

Vol. 3 No. 2 (2006): Symmetry and Integrability of Equations of Mathematical Physics (Dedicated to the 70-th Anniversary of Professor W.I. Fushchych)

Section

Research papers

License

Copyright (c) 2020 В. Стогній

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Symmetry analysis and reduction of two-dimensional Fokker-Planck equation with variable matrix of diffusion. (2006). Transactions of Institute of Mathematics, the NAS of Ukraine, 3(2), 292-300. https://trim.imath.kiev.ua/index.php/trim/article/view/473