The Propagator Method to Solve the Fokker—Planck Equation

  • Jian-Zhong Gu
  • Yin-Sheng Ling


In a lot of physical problems one should solve the evolution equation
$$\frac{{dU\left( t \right)}}{{dt}}\;{\text{ = }}\;A(t)U(t)$$
$$U\left( 0 \right)\;{\text{ = }}\;1$$
If the A(t) belongs to a n dimensional Lie algebra G
$$A\left( t \right)\;{\text{ = }}\;\sum\limits_{i = 1}^m {{a_i}} \left( t \right){T_i}\;\;\;\left( {m \leqslant n} \right)$$
in which {T 1.T 2??T n} are the generators of the Lie algebra G. then, the evolution operator U(t) can be expressed in the following way[1]
$$U(t)\; = \;\prod\limits_{j = 1}^n {exp} \left\{ {{g_j}\left( t \right)\;{T_j}} \right\}\;\;\;\left( {{g_j}\left( 0 \right)\; = 0.\;\;j = 1 - n} \right)$$
Substituting (3) into (1), leads to
$$\sum\limits_{j = 1}^n {{g_j}} \left( t \right)\prod\limits_{k = 1}^{j - 1} {exp} \left\{ {{g_k}\left( t \right)\;ad\;{T_k}} \right\}\;{T_j} = \sum\limits_{i = 1}^n {{a_i}} \left( t \right){T_i}$$
Comparing the coefficients of the two sides before the generators T i, we can obtain a set of differential equations which is satisfied by the unknown functions g j (t).


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  1. [1]
    Fritz wolf, J. Math. Phys. 29 (2): 305 (1988).MathSciNetADSMATHCrossRefGoogle Scholar
  2. [2]
    Yin-Sheng Ling.Physica Energiae Fortis and Physica Nuclearis. 8: 743 (1992).Google Scholar
  3. [3]
    H. Hofmann. Nucl. Phys. A 394: 477 (1983).ADSCrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 1994

Authors and Affiliations

  • Jian-Zhong Gu
    • 1
  • Yin-Sheng Ling
    • 1
  1. 1.Department of PhysicsSuzhou UniversitySuzhouChina

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