Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix

Schulze-Halberg, Axel

doi:10.1063/1.4759118

Title: Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix

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Abstract

We construct a Darboux transformation for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix. Our transformation is based on the two-dimensional supersymmetry formalism for the Schroedinger equation. The transformed Fokker-Planck equation and its solutions are obtained in explicit form.

Authors:

Schulze-Halberg, Axel ^[1]

Department of Mathematics and Actuarial Science, Indiana University Northwest, 3400 Broadway, Gary, Indiana 46408 (United States)

Publication Date:: Mon Oct 15 00:00:00 EDT 2012

OSTI Identifier:: 22093766

Resource Type:: Journal Article

Journal Name:: Journal of Mathematical Physics

Additional Journal Information:: Journal Volume: 53; Journal Issue: 10; Other Information: (c) 2012 American Institute of Physics; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 0022-2488

Country of Publication:: United States

Language:: English

Subject:: 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; DIFFUSION; FOKKER-PLANCK EQUATION; SCHROEDINGER EQUATION; SUPERSYMMETRY; THREE-DIMENSIONAL CALCULATIONS; TRANSFORMATIONS

Citation Formats


                    Schulze-Halberg, Axel. Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix.  United States: N. p., 2012. 
        Web.  doi:10.1063/1.4759118.

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                    Schulze-Halberg, Axel. Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix.  United States.  https://doi.org/10.1063/1.4759118

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                    Schulze-Halberg, Axel. 2012.  
        "Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix".  United States.  https://doi.org/10.1063/1.4759118.

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@article{osti_22093766,

  title        = {Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix},

  author       = {Schulze-Halberg, Axel},

  abstractNote = {We construct a Darboux transformation for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix. Our transformation is based on the two-dimensional supersymmetry formalism for the Schroedinger equation. The transformed Fokker-Planck equation and its solutions are obtained in explicit form.},

  doi          = {10.1063/1.4759118},

  url          = {https://www.osti.gov/biblio/22093766},
  journal      = {Journal of Mathematical Physics},

  issn         = {0022-2488},

  number       = 10,

  volume       = 53,

  place        = {United States},

  year         = {Mon Oct 15 00:00:00 EDT 2012},

  month        = {Mon Oct 15 00:00:00 EDT 2012}

}

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