Solution of Fokker-Planck equation for a broad class of drift and diffusion coefficients
Statistical Mechanics
2011-07-06 v1
Abstract
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of exact solutions with the same spatial drift and diffusion coefficients. Furthermore, we analyze some details of this system by using the spatial diffusion coefficient D(x)=\sqrt{D}|x| ^{-% \frac{\theta}{2}}.
Keywords
Cite
@article{arxiv.1107.0959,
title = {Solution of Fokker-Planck equation for a broad class of drift and diffusion coefficients},
author = {Kwok Sau Fa},
journal= {arXiv preprint arXiv:1107.0959},
year = {2011}
}
Comments
9 Pages,4 figures