CLASSIFICATION OF THE EXTENDED SYMMETRIES OF FOKKER-PLANCK EQUATIONS

被引：23

作者：

CICOGNA, G ^{[1
]}

VITALI, D ^{[1
]}

机构：

[1] SCUOLA NORMALE SUPER PISA,I-56100 PISA,ITALY

来源：

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1990年 / 23卷 / 03期

关键词：

D O I：

10.1088/0305-4470/23/3/001

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The authors obtain a complete classification of the possible types of the extended symmetry of any Fokker-Planck equation, together with a necessary and sufficient condition for each type. They give also the most general form (up to a change of variables) of the Lie generators of these symmetries, and a comparison with the case of the heat equation.

引用

页码：L85 / L88

页数：4

共 11 条

[1]

Bluman G.W., 1974, SIMILARITY METHODS D

[2] ON THE TRANSFORMATION OF DIFFUSION-PROCESSES INTO THE WIENER PROCESS [J].