Similarity solutions of the Fokker–Planck equation with time-dependent coefficients
學年 100
學期 2
出版(發表)日期 2012-02-01
作品名稱 Similarity solutions of the Fokker–Planck equation with time-dependent coefficients
作品名稱(其他語言)
著者 Lin, W. T.; Ho, C.-L.
單位 淡江大學物理學系
出版者 Maryland Heights: Academic Press
著錄名稱、卷期、頁數 Annals of Physics 327(2), pp.386–397
摘要 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 resulting 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.
關鍵字 Fokker–Planck equation; Time-dependent drift and diffusion; Similarity method
語言 en
ISSN 0003-4916
期刊性質 國外
收錄於 SCI
產學合作
通訊作者
審稿制度
國別 USA
公開徵稿
出版型式 紙本
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