Related papers: Quasi-exactly solvable Fokker-Planck equations
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
We apply a simple transformation method to construct a set of new exactly solvable potentials (ESP) which gives rise to bound state solution of $D$-dimensional Schr\"odinger equation. The important property of such exactly solvable quantum…
We give a rigorous proof for the existence of a finite-energy, self-similar solution to the focusing cubic Schr\"odinger equation in three spatial dimensions. The proof is computer-assisted and relies on a fixed point argument that shows…
The Finitely Extensible Nonlinear Elastic (FENE) dumbbell model is a widely used mathematical model for complex fluids. Direct simulation of the FENE Fokker--Planck equation is computationally challenging due to high dimensionality and…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
Our paper investigates one-dimensional Schr\"odinger operators defined as closed operators on $L^2(\mathbb{R})$ or $L^2(\mathbb{R}_+)$ that are exactly solvable in terms of confluent functions (or, equivalently, Whittaker functions). We…
A method is given to construct globally analytic (in space and time) exact solutions to the focusing cubic nonlinear Schrodinger equation on the line. An explicit formula and its equivalents are presented to express such exact solutions in…
We carry out the extended symmetry analysis of an ultraparabolic Fokker-Planck equation with three independent variables, which is also called the Kolmogorov equation and is singled out within the class of such Fokker-Planck equations by…
The supersymmetric approach in the form of second order intertwining relations is used to prove the exact solvability of two-dimensional Schrodinger equation with generalized two-dimensional Morse potential for $a_0=-1/2$. This…
The outlook of a simple method to generate localized (soliton-like) potentials of time-dependent Schrodinger type equations is given. The conditions are discussed for the potentials to be real and nonsingular. For the derivative Schrodinger…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
The O(N) invariant quartic anharmonic oscillator is shown to be exactly solvable if the interaction parameter satisfies special conditions. The problem is directly related to that of a quantum double well anharmonic oscillator in an…
In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…
We first establish some general results connecting real and complex Lie algebras of first-order differential operators. These are applied to completely classify all finite-dimensional real Lie algebras of first-order differential operators…
We review an exact analytical resolution method for general one-dimensional (1D) quantal anharmonic oscillators: stationary Schr\"odinger equations with polynomial potentials. It is an exact form of WKB treatment involving spectral (usual)…
This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure,…
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…
We extend to the multidimensional case a Wong-Zakai-type theorem proved by Hu and {\O}ksendal in [7] for scalar quasi-linear It\^o stochastic differential equations (SDEs). More precisely, with the aim of approximating the solution of a…
The paper is devoted to the further study of the remarkable classes of orthogonal polynomials recently discovered by Bender and Dunne. We show that these polynomials can be generated by solutions of arbitrary quasi - exactly solvable…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…