Exact solutions of the Fokker-Planck equations with moving boundaries

By means of time-dependent similarity transformations, we derive exact solutions of the Fokker-Planck equations with moving boundaries in the presence of: (1) a time-dependent linear force and (2) a time-dependent nonlinear force. The method of similarity transformation is simple and can be easily applied to more general Fokker-Planck equations. Furthermore, the knowledge of the exact solutions in closed form can be useful as a benchmark to test approximate numerical or analytical procedures.