Exact propagator for a Fokker-Planck equation, first passage time distribution, and anomalous diffusion

Exact propagator for a Fokker-Planck equation, first passage time distribution, and anomalous diffusion

A.T. Silva, E.K. Lenzi, L.R. Evangelista, M.K. Lenzi, H. V. Ribeiro, and A.A. Tateishi, JOURNAL OF MATHEMATICAL PHYSICS 52, 083301 (2011) PDF | DOI

We obtain an exact form for the propagator of the Fokker-Planck equation in presence of the external force. Using the results found here, we also investigate the mean square displacement, survival probability, and first passage time distribution. In addition, we discuss the onnection of these results with anomalous diffusion phenomena.