Similarity solutions of Fokker-Planck equation with moving boundaries

Abstract

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.

9 pages, 5 figures. arXiv admin note: substantial text overlap with arXiv:1106.3034

References in corpus (3)

• Nonstationary Increments, Scaling Distributions, and Variable Diffusion Processes in Financial Markets
• A perturbative approach to a class of Fokker-Planck equations
• Self-similar dynamics of bacterial chemotaxis

Cited by in corpus (5)

• Similarity solutions for a class of Fractional Reaction-Diffusion equation
• Convection-Diffusion-Reaction equation with similarity solutions
• Similarity solutions of Reaction-Diffusion equation with space- and time-dependent diffusion and reaction terms
• Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations
• Similarity solutions of Fokker-Planck equation with time-dependent coefficients and fixed/moving boundaries