GEOMETRIC APPROACH TO FOKKER-PLANCK EQUATION, CONSERVATION LAW

Fokker-Planck equation (FPE) has been studied by using the geometric theory for partial differential equations. We give the differential ideal generated by three differential forms, which is geometrically equivalent to the original FPE. Then we obtain a class of conversation laws and conserved quantities for FPE from this differential ideal. The applications of the conservation laws and conserved quantities are discussed.