On Solutions of the Fokker–Planck Equations

被引：0

作者：

Mashtakov A. ^{[1
]}

Yumaguzhin V. ^{[1
]}

Yumaguzhina V. ^{[1
]}

机构：

[1] Ailamazyan Program Systems Institute of RAS, Pereslavl-Zalessky

来源：

Journal of Mathematical Sciences | 2023年 / 276卷 / 2期

关键词：

35A30; 53A55; 58D27; 58J70; 83C05; 83C15; differential invariant; equivalence problem; jet bundle; second order partial differential operator;

D O I：

10.1007/s10958-023-06742-1

中图分类号：

学科分类号：

摘要：

In this paper, we find necessary and sufficient conditions for existence of a transformation of independent spatial variables that transforms the Fokker–Planck equation to an equation with constant coefficients. Using these conditions, we calculate explicit solutions for two-dimensional Fokker–Planck equations. Our motivation comes from applications in image processing, where the Fokker–Planck equation typically describes blurring processes. © 2023, Springer Nature Switzerland AG.

引用

页码：300 / 309

页数：9

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