Similarity solutions of Fokker-Planck equation with moving boundaries
C.-L. Ho
TL;DR
This paper derives new exact similarity solutions for the Fokker-Planck equation with moving boundaries, incorporating time-dependent drift and diffusion coefficients, advancing the understanding of stochastic processes with dynamic constraints.
Contribution
It introduces novel similarity solutions for the Fokker-Planck equation with moving boundaries and variable coefficients, expanding analytical tools for stochastic modeling.
Findings
Derived explicit similarity solutions with moving boundaries
Handled time-dependent drift and diffusion coefficients
Enhanced analytical understanding of dynamic stochastic systems
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.
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