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Fokker Planck方程的守恒量
引用本文:秦茂昌,梅凤翔,许学军.Fokker Planck方程的守恒量[J].动力学与控制学报,2005,3(1):7-9.
作者姓名:秦茂昌  梅凤翔  许学军
作者单位:1. 北京理工大学理学院力学系,北京,100081
2. 浙江师范大学物理系,金华,321004
摘    要:利用系统运动方程的线性化方程及其伴随方程的相互关系,以及散度表达式在全Euler算子作用下为零这一特性,通过引进守恒量乘子来求得运动系统的守恒量.该方法不需要运动系统的Lagrange函数.以Fokker-Planck方程为例,利用该方法可以很容易给出它的无穷多守恒量.

关 键 词:Fokker-Planck方程  守恒量  伴随系统
收稿时间:2004/10/29 0:00:00
修稿时间:2004年10月29

The conserved quantities of fokker planck equation
Qin Maochang,Mei Fengxiang and Xu Xuejun.The conserved quantities of fokker planck equation[J].Journal of Dynamics and Control,2005,3(1):7-9.
Authors:Qin Maochang  Mei Fengxiang and Xu Xuejun
Abstract:By using the relationship between the adjoint equation and the linearized equation of the motion system, and by using the well-known result that divergence expressions are characterized by annihilation under the full Euler operator, a multiplier method was adopted to construct the conserved quantities of the motion equations. The Lagrange function of the motion system is not necessary for this method. The Fokker-Planck equation was given to illustrate the application of this method, and its infinite conserved quantities can be obtained easily by using this method.
Keywords:Fokker-Planck equation  conserved quantity  adjoint system  
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