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.
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This paper is published as a part of a research project supported by the Iran National Science Foundation (No. 96001905).
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Heidari, H., Motavalli, H. & Keramati, M.R. Exact solutions of Fokker–Planck equation via the Nikiforov–Uvarov method. Indian J Phys 95, 2523–2529 (2021). https://doi.org/10.1007/s12648-020-01900-6
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DOI: https://doi.org/10.1007/s12648-020-01900-6