New exact solutions to the Fokker-Planck-Kolmogorov equation

Gazanfer Uenal; Jian-Qiao Sun

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New exact solutions to the Fokker-Planck-Kolmogorov equation

机译：Fokker-Planck-Kolmogorov方程的新精确解

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摘要

A generalized Liouville theorem has been proven for Ito systems. This allows us to show that the conserved quantities of the deterministic part of the Ito systems lead to the solution of the Fokker-Planck-Kolmogorov equation. The results have been applied to a stochastic 3-species Lotka Volterra system and the semi-classical Jaynes-Cummings system.

机译：已针对Ito系统证明了广义Liouville定理。这使我们能够证明，伊藤系统确定性部分的守恒量导致了Fokker-Planck-Kolmogorov方程的解。结果已应用于随机的3种Lotka Volterra系统和半经典的Jaynes-Cummings系统。

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《Communications in Nonlinear Science and Numerical Simulation》 |2008年第10期|p.2051-2059|共9页
作者
Gazanfer Uenal; Jian-Qiao Sun;
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作者单位

Yeditepe University, Department of Banking and Insurance, Kadikoy 34755, Istanbul, Turkey;

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原文格式 PDF
正文语种 eng
中图分类数理科学和化学;
关键词
fokker-planck-kolmogorov equation; generalized liouville theorem; conserved quantity;

机译：福克-普朗克-柯尔莫哥洛夫方程;广义Liouville定理;守恒数;

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New exact solutions to the Fokker-Planck-Kolmogorov equation

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