Propagator of the Fokker-Planck equation with a linear force—Lie-algebraic approach
Department of Physics,
The Chinese University of Hong Kong,
Shatin, New Territories, Hong Kong
Accepted: 30 June 1997
In this paper we have investigated the algebraic structure of the Fokker-Planck equation with a linear force. Using the Lie-algebraic approach we have obtained an exact form of the time evolution operator which, in turn, enables us to derive the corresponding propagator readily. Since the propagator is for the most general Fokker-Planck equation with a linear force, results for any special case can be easily deduced from it.
PACS: 52.65.Ff – Fokker-Planck equation / 05.20.-y – Statistical mechanics
© EDP Sciences, 1997