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

Journal Article · · Journal of Mathematical Physics
DOI:https://doi.org/10.1063/1.4759118· OSTI ID:22093766
 [1]
  1. Department of Mathematics and Actuarial Science, Indiana University Northwest, 3400 Broadway, Gary, Indiana 46408 (United States)

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.

OSTI ID:
22093766
Journal Information:
Journal of Mathematical Physics, Vol. 53, Issue 10; Other Information: (c) 2012 American Institute of Physics; Country of input: International Atomic Energy Agency (IAEA); ISSN 0022-2488
Country of Publication:
United States
Language:
English

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