scholarly journals GENERALIZED RAYLEIGH AND JACOBI PROCESSES AND EXCEPTIONAL ORTHOGONAL POLYNOMIALS

2013 ◽  
Vol 27 (24) ◽  
pp. 1350135 ◽  
Author(s):  
C.-I. CHOU ◽  
C.-L. HO
Keyword(s):  
Orthogonal Polynomials ◽  
Exactly Solvable ◽  
Exceptional Orthogonal Polynomials ◽  
Jacobi Process ◽  
Fokker Planck Equations ◽  
Rayleigh Process ◽  
Fokker Planck

We present four types of infinitely many exactly solvable Fokker–Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi process.

scholarly journals HIGHER-ORDER SUSY, EXACTLY SOLVABLE POTENTIALS, AND EXCEPTIONAL ORTHOGONAL POLYNOMIALS

2011 ◽  
Vol 26 (25) ◽  
pp. 1843-1852 ◽  
Author(s):  
C. QUESNE
Keyword(s):  
Quantum Mechanics ◽  
Orthogonal Polynomials ◽  
Higher Order ◽  
Wave Functions ◽  
Supersymmetric Quantum Mechanics ◽  
Solvable Potentials ◽  
Exactly Solvable Potentials ◽  
Exactly Solvable ◽  
Exceptional Orthogonal Polynomials

Exactly solvable rationally-extended radial oscillator potentials, whose wave functions can be expressed in terms of Laguerre-type exceptional orthogonal polynomials, are constructed in the framework of kth-order supersymmetric quantum mechanics, with special emphasis on k = 2. It is shown that for μ = 1, 2, and 3, there exist exactly μ distinct potentials of μth type and associated families of exceptional orthogonal polynomials, where μ denotes the degree of the polynomial gμ arising in the denominator of the potentials.

scholarly journals RATIONALLY-EXTENDED RADIAL OSCILLATORS AND LAGUERRE EXCEPTIONAL ORTHOGONAL POLYNOMIALS IN kTH-ORDER SUSYQM

2011 ◽  
Vol 26 (32) ◽  
pp. 5337-5347 ◽  
Author(s):  
C. QUESNE
Keyword(s):  
Quantum Mechanics ◽  
Orthogonal Polynomials ◽  
Laguerre Polynomials ◽  
Supersymmetric Quantum Mechanics ◽  
Shape Invariance ◽  
Order Analysis ◽  
First Order ◽  
Exactly Solvable ◽  
Exceptional Orthogonal Polynomials ◽  
Differential Relations

A previous study of exactly solvable rationally-extended radial oscillator potentials and corresponding Laguerre exceptional orthogonal polynomials carried out in second-order supersymmetric quantum mechanics is extended to kth-order one. The polynomial appearing in the potential denominator and its degree are determined. The first-order differential relations allowing one to obtain the associated exceptional orthogonal polynomials from those arising in a (k-1)th-order analysis are established. Some nontrivial identities connecting products of Laguerre polynomials are derived from shape invariance.

scholarly journals Quasi-exactly solvable Fokker–Planck equations

2008 ◽  
Vol 323 (4) ◽  
pp. 883-892 ◽  
Author(s):  
Choon-Lin Ho ◽  
Ryu Sasaki
Keyword(s):  
Exactly Solvable ◽  
Fokker Planck Equations ◽  
Fokker Planck

scholarly journals Fokker–Planck representations of non-Markov Langevin equations: application to delayed systems

2019 ◽  
Vol 377 (2153) ◽  
pp. 20180131 ◽  
Author(s):  
Luca Giuggioli ◽  
Zohar Neu
Keyword(s):  
Langevin Equation ◽  
Complex Dynamics ◽  
Probability Distributions ◽  
Delay Systems ◽  
Langevin Equations ◽  
Delayed Systems ◽  
Temporal Features ◽  
Fokker Planck Equations ◽  
Random Fluctuations ◽  
Fokker Planck

Noise and time delays, or history-dependent processes, play an integral part in many natural and man-made systems. The resulting interplay between random fluctuations and time non-locality are essential features of the emerging complex dynamics in non-Markov systems. While stochastic differential equations in the form of Langevin equations with additive noise for such systems exist, the corresponding probabilistic formalism is yet to be developed. Here we introduce such a framework via an infinite hierarchy of coupled Fokker–Planck equations for the n -time probability distribution. When the non-Markov Langevin equation is linear, we show how the hierarchy can be truncated at n  = 2 by converting the time non-local Langevin equation to a time-local one with additive coloured noise. We compare the resulting Fokker–Planck equations to an earlier version, solve them analytically and analyse the temporal features of the probability distributions that would allow to distinguish between Markov and non-Markov features. This article is part of the theme issue ‘Nonlinear dynamics of delay systems’.

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