Similarity solutions of the Fokker–Planck equation with time-dependent coefficients | |
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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 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/83482 ) |