Quasi-exactly solvable Fokker-Planck equations

Abstract

We consider exact and quasi-exact solvability of the one-dimensional Fokker-Planck equation based on the connection between the Fokker-Planck equation and the Schr\"odinger equation. A unified consideration of these two types of solvability is given from the viewpoint of prepotential together with Bethe ansatz equations. Quasi-exactly solvable Fokker-Planck equations related to the $sl(2)$-based systems in Turbiner's classification are listed. We also present one $sl(2)$-based example which is not listed in Turbiner's scheme.