淡江大學機構典藏:Item 987654321/83482
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    题名: Similarity solutions of the Fokker–Planck equation with time-dependent coefficients
    作者: Lin, W. T.;Ho, C.-L.
    贡献者: 淡江大學物理學系
    关键词: Fokker–Planck equation;Time-dependent drift and diffusion;Similarity method
    日期: 2012-02
    上传时间: 2013-04-11
    出版者: Maryland Heights: Academic Press
    摘要: 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.
    關聯: Annals of Physics 327(2), pp.386–397
    DOI: 10.1016/j.aop.2011.11.004
    显示于类别:[物理學系暨研究所] 期刊論文

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