Extensions of a class of similarity solutions of Fokker-Planck equation with time-dependent coefficients and fixed/moving boundaries

C. -L. Ho, R. Sasaki

Published 2014-03-16Version 1

A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J. Math. Phys. \textbf{54}, 041501 (2013)]. In this paper we extend the class of exact solutions by exploiting certain properties of the general formula.