Journal of Nonlinear Mathematical Physics

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Volume 15, Issue Supplement 1, August 2008, Pages 211 - 221

Exact Time Dependent Solutions to (1+1) Fokker-Planck Equation via Linearizing Transformations to the Ito Equations

Authors
Gazanfer Unal, C. Masood Khalique
Corresponding Author
Gazanfer Unal
Available Online 1 August 2008.
DOI
10.2991/jnmp.2008.15.s1.19How to use a DOI?
Abstract

It is shown that invertible linearizing transformations of the one-dimensional Ito stochastic differential equations cast the associated Fokker-Planck equation to the heat equation. This leads to the time-dependent exact solutions to the Fokker-Planck equations via inverse transformations. To obtain the linearizing transformations of the Ito stochastic differential equation we have extended Gard’s theorem to the time-dependent case.

Copyright
© 2008, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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<Previous Article In Issue
Journal
Journal of Nonlinear Mathematical Physics
Volume-Issue
15 - Supplement 1
Pages
211 - 221
Publication Date
2008/08/01
ISSN (Online)
1776-0852
ISSN (Print)
1402-9251
DOI
10.2991/jnmp.2008.15.s1.19How to use a DOI?
Copyright
© 2008, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - JOUR
AU  - Gazanfer Unal
AU  - C. Masood Khalique
PY  - 2008
DA  - 2008/08/01
TI  - Exact Time Dependent Solutions to (1+1) Fokker-Planck Equation via Linearizing Transformations to the Ito Equations
JO  - Journal of Nonlinear Mathematical Physics
SP  - 211
EP  - 221
VL  - 15
IS  - Supplement 1
SN  - 1776-0852
UR  - https://doi.org/10.2991/jnmp.2008.15.s1.19
DO  - 10.2991/jnmp.2008.15.s1.19
ID  - Unal2008
ER  -