Abstract
We propose a powerful approach to provide the exact solutions of the time-dependent Fokker–Planck equation (FPE) for a given pair of drift and diffusion functions in stochastic phenomena. First, we briefly review Nikiforov–Uvarov mathematical method and then apply it to consider three important examples. Subsequently, the probability distribution functions of FPE are obtained in terms of special orthogonal functions for three cases, as well as the corresponding eigenvalues are derived. Several applications are proposed and it is shown that the results of our approach are in good agreement with those obtained by other methods.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
