Similarity solutions of the Fokker-Planck equation with time-dependent coefficients

DOI10.1016/j.aop.2011.11.004zbMath1237.82035arXiv1106.3034MaRDI QIDQ765783

D. Kharzeev

Publication date: 22 March 2012

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

Full work available at URL: https://arxiv.org/abs/1106.3034

zbMATH Keywords

exact solution; Fokker-Planck equation; similarity method; time-dependent drift and diffusion

Mathematics Subject Classification ID

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

35A99: General topics in partial differential equations

Uses Software

• FEAPpv