An approximate solution of a case of perturbed Fokker-Planck equation
Probability
2025-09-12 v2 Analysis of PDEs
Abstract
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation is proved. The related Hamiltonian dynamical system explains the estimations. Our work provides a more comprehensive understanding of the behaviour of systems described by this Fokker-Planck equation and the corresponding stochastic differential equation.
Keywords
Cite
@article{arxiv.2502.18131,
title = {An approximate solution of a case of perturbed Fokker-Planck equation},
author = {Yan Luo and Kaicheng Sheng},
journal= {arXiv preprint arXiv:2502.18131},
year = {2025}
}