IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v128y1984i3p520-528.html
   My bibliography  Save this article

Search for the symmetry of the Fokker-Planck equation

Author

Listed:
  • An, Ing
  • Chen, Shi
  • Guo, Han-ying

Abstract

It is shown that the Fokker-Planck equations with linear drift γx and nonlinear drift γx + δx, i.e. the Rayleigh process, have exact symmetries on their own solution manifolds, the sl(2, R) ⊗ Weyl algebra and the sl(2, R) ⊗ I, respectively. The symmetries of these two types of processes for 1 + 2-dimensional cases are explicitly found out too.

Suggested Citation

  • An, Ing & Chen, Shi & Guo, Han-ying, 1984. "Search for the symmetry of the Fokker-Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 128(3), pages 520-528.
    • Handle: RePEc:eee:phsmap:v:128:y:1984:i:3:p:520-528
    DOI: 10.1016/0378-4371(84)90190-0
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437184901900
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/0378-4371(84)90190-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ding, E-Jiang, 1983. "Asymptotic properties of the Markovian master equations for multi-stationary systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 119(1), pages 317-326.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Iulia-Elena Hirica & Cristina-Liliana Pripoae & Gabriel-Teodor Pripoae & Vasile Preda, 2022. "Lie Symmetries of the Nonlinear Fokker-Planck Equation Based on Weighted Kaniadakis Entropy," Mathematics, MDPI, vol. 10(15), pages 1-22, August.
    2. P. Lencastre & F. Raischel & P. G. Lind, 2014. "The effect of the number of states on the validity of credit ratings," Papers 1409.2661, arXiv.org.
    3. Axel A. Araneda & Marcelo J. Villena, 2018. "Computing the CEV option pricing formula using the semiclassical approximation of path integral," Papers 1803.10376, arXiv.org.
    4. Robin Nicole & Aleksandra Alori'c & Peter Sollich, 2020. "Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance," Papers 2012.04103, arXiv.org, revised Aug 2021.
    5. Tushar Vaidya & Thiparat Chotibut & Georgios Piliouras, 2019. "Broken Detailed Balance and Non-Equilibrium Dynamics in Noisy Social Learning Models," Papers 1906.11481, arXiv.org, revised May 2020.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Suzuki, Masuo & Liu, Yong & Tsuno, Takashi, 1986. "Revisit to the scaling theory of transient phenomena — Generalization to correlated noise and singular perturbation expansion up to infinite order," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 138(3), pages 433-455.
    2. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:128:y:1984:i:3:p:520-528. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.