A perturbative approach to a class of Fokker-Planck equations

Details A perturbative approach to a class of Fokker-Planck equations A perturbative approach to a class of Fokker-Planck equations

2007-05-19

arxiv.org/abs/0705.2798v1

Physics

Mathematical Physics

5 pages, no figures

Scientific paper

10.1142/S0217984908015000

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between the Fokker-Planck and Schr\"odinger equations. Two examples are used to illustrate the method. In the first example the drift coefficient depends only on time but not on space. In the second example we consider the Uhlenbeck-Ornstein process with a small drift coefficient. These examples show that the such perturbative approach can be a useful tool to obtain approximate solutions of Fokker-Planck equations with constant diffusion coefficients.

Affiliated with

Also associated with

No associations

Rating

A perturbative approach to a class of Fokker-Planck equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A perturbative approach to a class of Fokker-Planck equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A perturbative approach to a class of Fokker-Planck equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-431170