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On the Fokker-Planck equation with time-dependent drift and diffusion coefficients and its exponential solutions

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Zeitschrift für Physik B Condensed Matter

Abstract

The systems described by the Fokker-Planck equation (FPE) with time-dependent drift and diffusion coefficients are considered. It is shown that for periodic in time drift and diffusion there exists a periodic solution of the FPE such that any other solution of this equation tends to the periodic one fort→∞. Some method of solution of the FPE using elements of exponential family of probability distributions is proposed. GeneralisedH-theorem for exponential solutions of the FPE is fulfiled. Stability properties of exponential solutions are investigated.

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Authors and Affiliations

  1. Institute of Mathematics and Physics Academy of Technology and Agriculture, Al. Prof. S. Kaliskiego 7, PL-85-763, Bydgoszcz, Poland

    J. Owedyk & A. Kociszewski

Authors
  1. J. Owedyk
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  2. A. Kociszewski
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Additional information

The work was supported by the Polish Ministry of Science, Higher Education and Technology, Project M.R.I.7

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Owedyk, J., Kociszewski, A. On the Fokker-Planck equation with time-dependent drift and diffusion coefficients and its exponential solutions. Z. Physik B - Condensed Matter 59, 69–74 (1985). https://doi.org/10.1007/BF01325384

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  • DOI: https://doi.org/10.1007/BF01325384

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