Solution of Fokker-Planck equation for a broad class of drift and diffusion coefficients
classification
❄️ cond-mat.stat-mech
keywords
diffusionequationcoefficientsdriftfokker-planckclassspatialanalyze
read the original 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 $D(x)=\sqrt{D}|x| ^{-% \frac{\theta}{2}}$.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.