Similarity solutions of the Fokker–Planck equation with time-dependent coefficients

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Title:	Similarity solutions of the Fokker–Planck equation with time-dependent coefficients
Authors:	Lin, W. T.;Ho, C.-L.
Contributors:	淡江大學物理學系
Keywords:	Fokker–Planck equation;Time-dependent drift and diffusion;Similarity method
Date:	2012-02
Issue Date:	2013-04-11
Publisher:	Maryland Heights: Academic Press
Abstract:	In this work, we consider the solvability of the Fokker–Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker–Planck equation is reduced to an ordinary differential equation. Adopting the natural requirement that the probability current density vanishes at the boundary, the resulting ordinary differential equation turns out to be integrable, and the probability density function can be given in closed form. New examples of exactly solvable Fokker–Planck equations are presented, and their properties analyzed.
Relation:	Annals of Physics 327(2), pp.386–397
DOI:	10.1016/j.aop.2011.11.004
Appears in Collections:	[Graduate Institute & Department of Physics] Journal Article

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