Variational Perturbation Theory for Fokker-Planck Equation with Nonlinear Drift
Statistical Mechanics
2009-12-06 v1
Abstract
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a set of first-order linear ordinary differential equations. Resumming the series in the spirit of variational perturbation theory we are able to determine the probability density for all values of the coupling constant. Comparison with numerical results shows exponential convergence with increasing order.
Keywords
Cite
@article{arxiv.cond-mat/0412750,
title = {Variational Perturbation Theory for Fokker-Planck Equation with Nonlinear Drift},
author = {Jens Dreger and Axel Pelster and Bodo Hamprecht},
journal= {arXiv preprint arXiv:cond-mat/0412750},
year = {2009}
}
Comments
Author Information under http://www.theo-phys.uni-essen.de/tp/ags/pelster_dir/