| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9868373 | Physics Letters A | 2005 | 4 Pages |
Abstract
By means of time-dependent similarity transformations, we derive exact solutions of the Fokker-Planck equations with time-dependent drifts depending on process mean values. 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.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Physics and Astronomy (General)
Authors
C.F. Lo,