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arxiv: math-ph/9807009 · v3 · pith:KQ6GSRHRnew · submitted 1998-07-10 · 🧮 math-ph · cond-mat· math.AP· math.MP

The Exact Solution of the Cauchy Problem for a generalized "linear" vectorial Fokker-Planck Equation - Algebraic Approach

classification 🧮 math-ph cond-matmath.APmath.MP
keywords equationfokker-plancklinearalgebraicapproachcauchyexactgeneralized
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The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a generalization of the Masuo Suzuki's method for solving the 1-dimensional linear Fokker-Planck equation.

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