Similarity solutions of a class of perturbative Fokker-Planck equation
نویسندگان
چکیده
منابع مشابه
Similarity solutions of the one-dimensional Fokker-Planck equation.
Group theoretic methods are used to construct new exact solutions for the one-dimensional Fokker-Planck equation corresponding to a class of non-linear forcing functions f(.‘cl. An important sub-class, corresponding tof(x) = a/x + /I-Y, a < 1, /? > 0 is shown to lead to stable solutions. A discussion is given on how generalized similarity methods could be applied to higher dimensional systems. ...
متن کاملThe Fokker-Planck equation
In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...
متن کاملThe Fokker-Planck Equation
Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...
متن کاملFokker-Planck Equation
The Langevin equation approach to the evolution of the velocity distribution for the Brownian particle might leave you uncomfortable. A more formal treatment of this type of problem is given by the Fokker-Planck equation. We can either formulate the question in terms of the evolution of a nonstationary probability distribution from a defined initial condition, or in terms of the evolution of th...
متن کاملGeneralized Fokker-Planck equation: Derivation and exact solutions
We derive the generalized Fokker-Planck equation associated with the Langevin equation (in the Ito sense) for an overdamped particle in an external potential driven by multiplicative noise with an arbitrary distribution of the increments of the noise generating process. We explicitly consider this equation for various specific types of noises, including Poisson white noise and Lévy stable noise...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2011
ISSN: 0022-2488,1089-7658
DOI: 10.1063/1.3605481