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
收藏
页码：300 / 309
页数：9
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