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Group-invariant solutions of the Fokker-Planck equation

Author

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  • Nariboli, G. A.

Abstract

Group-invariance under infinitesimal transformations is used to generate a wide class of solutions of some Fokker-Planck equations. The partial differential equation in two variables is reduced to an ordinary differential equation; reduction of the latter to standard forms is noted in most cases. Some of the known existing solutions are obtained as particular cases. Only self-similar types of solutions are discussed. The appearance of a free parameter that can be treated as an eigenvalue (or transform variable) offers flexibility in constructing new solutions. Some solutions of this parabolic equation have wave-like features. The general results can also be used to solve some types of moving-boundary problems.

Suggested Citation

  • Nariboli, G. A., 1977. "Group-invariant solutions of the Fokker-Planck equation," Stochastic Processes and their Applications, Elsevier, vol. 5(2), pages 157-171, May.
    • Handle: RePEc:eee:spapps:v:5:y:1977:i:2:p:157-171
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