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Showing 2012 · math-phShow all
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math-ph2012★ 6 cited
Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials
C. -I. Chou, C. -L. Ho
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the…
math-ph2012★ 12 cited
Similarity solutions of Fokker-Planck equation with moving boundaries
C. -L. Ho
In this work we present new exact similarity solutions with moving boundaries of the Fokker-Planck equation having both time-dependent drift and diffusion coefficients.