Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
DOI10.1140/EPJB/E2011-20723-7zbMATH Open1515.82120OpenAlexW2023613043MaRDI QIDQ6135096FDOQ6135096
Authors: Chi-Fai Lo 
Publication date: 26 July 2023
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1140/epjb/e2011-20723-7
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Cites Work
- Introduction to Econophysics
- The Fokker-Planck equation. Methods of solution and applications.
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Lie Algebraic Solution of Linear Differential Equations
- A unified approach for the solution of the Fokker-Planck equation
- Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
- A PERTURBATIVE APPROACH TO A CLASS OF FOKKER–PLANCK EQUATIONS
- Exact solutions of the Fokker-Planck equations with moving boundaries
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Variable step random walks and self-similar distributions
- Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
- A class of Fokker-Planck equations with logarithmic factors in diffusion and drift terms
Cited In (9)
- Analytical results for a Fokker–Planck equation in the small noise limit
- Wave Functions for Time-Dependent Dirac Equation under GUP
- Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms
- The exact solution of the Cauchy problem for two generalized Fokker-Planck equations---algebraic approach
- A solvable model for non-additive stochastic processes
- Exact temporal evolution for some nonlinear diffusion processes
- Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
- On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
- Steady-state solution of a two-dimensional Fokker–Planck equation with strong quasilinear diffusion for lower-hybrid current drive
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