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Register a new userTime-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations
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Choon-Lin Ho
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A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schrodinger equation. The formalism of supersymmetric quantum mechanics is extended by applying the Darboux transformation directly to the non-stationary Schrodinger equation. From a solution of a Fokker-Planck equation a solution of the Darboux partner is obtained. For drift coefficients satisfying the condition of shape invariance, a supersymmetric hierarchy of Fokker-Planck equations with solutions related by the Darboux transformation is obtained.
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We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to an ordinary differential equation. Adopting the natural requirement that the probability current density vanishes at the boundary, the resulting ordinary differential equation turns out to be integrable, and the probability density function can be given in closed form. New examples of exactly solvable Fokker-Planck equations are presented.
We have derived a fractional Fokker-Planck equation for subdiffusion in a general space-and- time-dependent force field from power law waiting time continuous time random walks biased by Boltzmann weights. The governing equation is derived from a generalized master equation and is shown to be equivalent to a subordinated stochastic Langevin equation.
We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction-diffusion systems. Several representative examples of exactly solvable reaction-diffusion equations are presented.
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity derivatives and Langevin dynamics where L{e}vy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space. Distribution functions are found using numerical means for varying degrees of fractionality of the stable L{e}vy distribution as solutions to the FFP equation. The~statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy and modified transport coefficient. The~transport coefficient significantly increases with decreasing fractality which is corroborated by analysis of experimental data.
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