Lie algebraic solutions of linear Fokker–Planck equations

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  • Fritz Wolf
    Fachbereich Physik der Universität Kaiserslautern, D-6750 Kaiserslautern, West Germany

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<jats:p>Nonstationary solutions of linear Fokker–Planck equations with arbitrary drift and diffusion coefficients are derived. Using Lie algebraic techniques the time-evolution operator is given as a product of exponentials of the differential operators appearing in the equations.</jats:p>

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