English

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