Similarity solution of a Fokker-Planck equation with a moving, absorbing boundary
A one parameter Lie group of transformations is used to derive a closed form similarity solution of the equation: [See Thesis for Equation]. A simple expression for the first passage time distribution of the general Fokker-Planck (Kolraogorov forward) equation in an irregular domain is derived, w...
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| Language: | English |
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2010
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| Online Access: | http://hdl.handle.net/2429/22152 |