Exact solutions of the Fokker-Planck equations with moving boundaries

DOI10.1016/J.AOP.2005.04.006zbMath1175.82042OpenAlexW2001476415MaRDI QIDQ2569941

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)

Related Items (5)

Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach ⋮ A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries ⋮ A Fokker-Planck equation for a piecewise entropy functional defined in different space domains. an application to solute partitioning at the membrane-water interface ⋮ A Stochastic Controller Design Using an Approximate Solution of FPK Equation ⋮ Fokker-Planck equation on metric graphs

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
• Introduction to Econophysics
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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