I have a differential equation (Fokker Planck) that takes the form \begin{equation} \frac{\partial\rho}{\partial t} = - \sum_{i=1}^3 \frac{\partial (A_i \rho)}{\partial x_i} + \frac{1}{2}\sum_{i,j=1}^3 \frac{\partial^2 (B_{ij}\rho)}{\partial x_i \partial x_j} \end{equation} with a constraint \begin{equation} \sum_{i=1}^3 x_i = 1. \end{equation} The above differential equation is three dimensional in space $i=1,2, 3$, but along with the constraint is it possible to reduce it to two dimensions? In particular if I want to eliminate $x_3$ then what happens to $\frac{\partial}{\partial x_3}$?
2026-03-25 01:29:09.1774402149
Reduce the number of dimensions of a Fokker Planck equation with constraint
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