Generalization of SUSY Intertwining Relations: New Exact Solutions of Fokker-Planck Equation
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Publication:6338352
DOI10.1209/0295-5075/129/61001arXiv2004.03980MaRDI QIDQ6338352FDOQ6338352
Authors: M. V. Ioffe, D. N. Nishnianidze 
Publication date: 8 April 2020
Abstract: It is commonly known that the Fokker-Planck equation is exactly solvable only for some particular systems, usually with time-independent drift coefficients. To extend the class of solvable problems, we use the intertwining relations of SUSY Quantum Mechanics but in new - asymmetric - form. It turns out that this form is just useful for solution of Fokker-Planck equation. As usual, intertwining provides a partnership between two different systems both described by Fokker-Planck equation. Due to the use of an asymmetric kind of intertwining relations with a suitable ansatz, we managed to obtain a new class of analytically solvable models. What is important, this approach allows us to deal with the drift coefficients depending on both variables, and An illustrating example of the proposed construction is given explicitly.
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