Similarity solutions of the Fokker-Planck equation with time-dependent coefficients
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Publication:765783
DOI10.1016/J.AOP.2011.11.004zbMATH Open1237.82035OpenAlexW3101978582MaRDI QIDQ765783FDOQ765783
Authors: D. Kharzeev 
Publication date: 22 March 2012
Published in: Annals of Physics (Search for Journal in Brave)
Abstract: 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 resulted 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.
Full work available at URL: https://arxiv.org/abs/1106.3034
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Cited In (23)
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- Formal solution of Fokker-Planck equation in the operator approach.
- Similarity solutions of reaction-diffusion equation with space- and time-dependent diffusion and reaction terms
- Similarity solutions of Fokker-Planck equation with moving boundaries
- Similarity solutions of a class of perturbative Fokker-Planck equation
- A PERTURBATIVE APPROACH TO A CLASS OF FOKKER–PLANCK EQUATIONS
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- Similar solutions for nonlinear Langevin equations with the drift and diffusion coefficients separable in time and space
- Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach
- A Fokker-Planck equation for a piecewise entropy functional defined in different space domains. an application to solute partitioning at the membrane-water interface
- Fokker-Planck equation with linear and time dependent load forces
- Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type
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- Estimation of Variable Cefficients in the Fokker–Planck Quations Using Moving Node Finite Elements
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- Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations
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- Extensions of a class of similarity solutions of Fokker-Planck equation with time-dependent coefficients and fixed/moving boundaries
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