] o c n m p [Open Communications in Nonlinear Mathematical Physics |
Giuseppe Gaeta ; Miguel Angel Rodriguez - Integrable Ito equations and properties of the associated Fokker-Planck equations
ocnmp:11380 - Open Communications in Nonlinear Mathematical Physics, June 21, 2023, Volume 3 - https://doi.org/10.46298/ocnmp.11380Integrable Ito equations and properties of the associated Fokker-Planck
equationsArticle
In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we consider the diffusion (Fokker-Planck) equations associated to such symmetric Ito equations.
Comment: 24 pages, no figures
Source: arXiv.org:2305.15831
Volume: Volume 3
Published on: June 21, 2023
Accepted on: June 16, 2023
Submitted on: May 26, 2023
Keywords: Mathematical Physics, Nonlinear Sciences - Exactly Solvable and Integrable Systems
Classifications
Mathematics Subject Classification 20201
- 35B07 - Axially symmetric solutions to PDEs
- 35Q53 - KdV equations (Korteweg-de Vries equations)
- 35Q84 - Fokker-Planck equations
- 35R60 - PDEs with randomness, stochastic partial differential equations
- 37K10 - Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.)
- 82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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