title: Solution of Fokker-Planck equation for a broad class of drift and diffusion coefficients.
abstract: A Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach are considered. From this Fokker-Planck equation a class of exact solutions with the same spatial drift and diffusion coefficients is obtained. Furthermore, some details of this system are analyzed by using the spatial diffusion coefficient D(x) = sqrt[D]|x|(-θ/2).
authors.affiliation: Departamento de Física, Universidade Estadual de Maringá, Maringá, Paraná 87020-900, Brazil. kwok@dfi.uem.br
authors.forename: Kwok Sau
authors.initials: KS
authors.lastname: Fa
mesh_terms: D000465:Algorithms; D001703:Biophysics / Q000379:methods*; D004058:Diffusion; D008956:Models, Chemical; D015233:Models, Statistical; D016011:Normal Distribution; D015203:Reproducibility of Results; D013269:Stochastic Processes