Exact solutions of the Fokker-Planck equations with moving boundaries

DOI10.1016/J.AOP.2005.04.006MaRDI QIDQ2569941zbMATH OpenOpenAlexFDO

Authors Chi-Fai Lo

Publication date 24 October 2005

Published in Annals of Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aop.2005.04.006

zbMATH Keywords

exact solutionsFokker-Planck equationssimilarity transformation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• scientific article; zbMATH DE number 3425963 (Why is no real title available?)
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• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• scientific article; zbMATH DE number 3100112 (Why is no real title available?)
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Introduction to Econophysics
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(19)

• Fokker-Planck equation on metric graphs
• Similarity solutions of a class of perturbative Fokker-Planck equation
• A stochastic controller design using an approximate solution of FPK equation
• Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
• Falkner-Skan flows past moving boundaries: an exactly solvable case
• Fokker-Planck equation with linear and time dependent load forces
• A Fokker-Planck equation for a piecewise entropy functional defined in different space domains. an application to solute partitioning at the membrane-water interface
• Exact solvability of moving boundary problems
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
• Exact time dependent solutions to \((1+1)\) Fokker-Planck equation via linearizing transformations to the Itô equations
• scientific article; zbMATH DE number 2193408 (Why is no real title available?)
• Exact temporal evolution for some nonlinear diffusion processes
• Green's function approach to the solution of the time dependent Fokker- Planck equation with an absorbing boundary
• Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type
• Exact Solutions of a Variable-Coefficient KdV Equation Arising in a Shallow Water
• Special solutions of the Fokker-Planck transport equation for arbitrary band structures; mobility and diffusivity in a uniform field of force
• scientific article; zbMATH DE number 2124837 (Why is no real title available?)
• Exact solutions of a Fokker-Planck equation.
• Extensions of a class of similarity solutions of Fokker-Planck equation with time-dependent coefficients and fixed/moving boundaries

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