Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations
- URL: http://arxiv.org/abs/2109.03854v2
- Date: Wed, 13 Mar 2024 19:03:43 GMT
- Title: Time-dependent Darboux transformation and supersymmetric hierarchy of Fokker-Planck equations
- Authors: Choon-Lin Ho,
- Abstract summary: 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.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- 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.
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