Volume 56, Number 1, October 2001
|Page(s)||8 - 14|
|Published online||01 December 2003|
Similarity transformations approach for a generalized Fokker-Planck equation
Laboratoire de Physique Théorique,
Département de Physique,
Faculté des Sciences
Université Mentouri - Route d'Ain-el-Bey,
Constantine 25000, Algeria
Accepted: 12 July 2001
By using the similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time-dependent diffusion coefficient, is obtained. The method is simple and enables us to recover and generalize special cases studied through the Lie algebraic approach and the Green function technique.
PACS: 05.20.-y – Classical statistical mechanics / 52.65.Ff – Fokker-Planck equation and Vlasov equation
© EDP Sciences, 2001
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