{ "id": "2109.03854", "version": "v1", "published": "2021-09-08T18:09:03.000Z", "updated": "2021-09-08T18:09:03.000Z", "title": "Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations", "authors": [ "Choon-Lin Ho" ], "comment": "8 pages, no figures", "categories": [ "math-ph", "cond-mat.stat-mech", "math.MP", "nlin.SI", "quant-ph" ], "abstract": "A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\\\"odinger equation. The formalism of supersymmetric quantum mechanics is extended by applying the Darboux transformation directly to the non-stationary Schr\\\"odinger equation. From a solution of a Fokker-Planck equation a solution of the Darboux partner is obtained. For drift coefficients satisfying the condition of shape invariance, a supersymmetric hierarchy of Fokker-Planck equations with solutions related by the Darboux transformation is obtained.", "revisions": [ { "version": "v1", "updated": "2021-09-08T18:09:03.000Z" } ], "analyses": { "keywords": [ "fokker-planck equation", "time-dependent darboux transformation", "supersymmetric hierarchy", "supersymmetric quantum mechanics", "darboux partner" ], "note": { "typesetting": "TeX", "pages": 8, "language": "en", "license": "arXiv", "status": "editable" } } }