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It is commonly known that the Fokker-Planck equation is exactly solvable only for some particular systems, usually with time-independent drift coefficients. To extend the class of solvable problems, we use the intertwining relations of SUSY Quantum Mechanics but in new - asymmetric - form. It turns out that this form is just useful for solution of Fokker-Planck equation. As usual, intertwining provides a partnership between two different systems both described by Fokker-Planck equation. Due to the use of an asymmetric kind of intertwining relations with a suitable ansatz, we managed to obtain a new class of analytically solvable models. What is important, this approach allows us to deal with the drift coefficients depending on both variables, $x,$ and $t.$ An illustrating example of the proposed construction is given explicitly.
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
A new variant of the $(2+1)$-dimensional [$(2+1)d$] Boussinesq equation was recently introduced by J. Y. Zhu, arxiv:1704.02779v2, 2017; see eq. (3). First, we derive in this paper the one-soliton solutions of both bright and dark types for the extend
Shortfalls in cosmic ray (CR) propagation models obscure the CR sources and acceleration mechanisms. This problem became particularly obvious after the Fermi, Pamela, and AMS-02 have discovered the electron/positron and $p/$He spectral anomalies. Mos
Supersymmetrical (SUSY) intertwining relations are generalized to the case of quantum Hamiltonians in Minkowski space. For intertwining operators (supercharges) of second order in derivatives the intertwined Hamiltonians correspond to completely inte
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The spatial d