Variational perturbation theory for Fokker-Planck equation with nonlinear drift

被引:0
|
作者
J. Dreger
A. Pelster
B. Hamprecht
机构
[1] Freie Universität Berlin,
[2] Institut für Theoretische Physik,undefined
[3] Fachbereich Physik,undefined
[4] Universität Duisburg-Essen,undefined
[5] Universitätsstrasse 5,undefined
关键词
Spectroscopy; Differential Equation; Neural Network; State Physics; Probability Density;
D O I
暂无
中图分类号
学科分类号
摘要
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.
引用
收藏
页码:355 / 368
页数:13
相关论文
共 50 条
  • [21] CRITICAL RELAXATION OF A NONLINEAR FOKKER-PLANCK EQUATION
    YAHATA, H
    PROGRESS OF THEORETICAL PHYSICS, 1974, 52 (03): : 871 - 885
  • [22] A Nonlinear Filter Based on Fokker-Planck Equation
    Kumar, Mrinal
    Chakravorty, Suman
    2010 AMERICAN CONTROL CONFERENCE, 2010, : 3136 - 3141
  • [23] The Fokker-Planck equation and the master equation in the theory of migration
    Tabata, M
    Eshima, N
    IMA JOURNAL OF APPLIED MATHEMATICS, 2004, 69 (06) : 585 - 603
  • [24] ON FOKKER-PLANCK EQUATION IN STOCHASTIC THEORY OF MORTALITY
    TRUCCO, E
    BULLETIN OF MATHEMATICAL BIOPHYSICS, 1963, 25 (03): : 303 - &
  • [25] FOKKER-PLANCK EQUATION
    DESLOGE, EA
    AMERICAN JOURNAL OF PHYSICS, 1963, 31 (04) : 237 - &
  • [26] GENERALIZED FOKKER-PLANCK EQUATION IN SUPERRADIANCE THEORY
    GRABERT, H
    ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1975, 21 (01): : 99 - 103
  • [27] ON A RELATIVISTIC FOKKER-PLANCK EQUATION IN KINETIC THEORY
    Antonio Alcantara, Jose
    Calogero, Simone
    KINETIC AND RELATED MODELS, 2011, 4 (02) : 401 - 426
  • [28] NONLINEAR FOKKER-PLANCK EQUATION AS AN ASYMPTOTIC REPRESENTATION OF MASTER EQUATION
    HORSTHEMKE, W
    BRENIG, L
    ZEITSCHRIFT FUR PHYSIK B-CONDENSED MATTER, 1977, 27 (04): : 341 - 348
  • [29] Solution to the Fokker-Planck Equation with Piecewise-Constant Drift*
    Cheng, Bin
    Chen, Ya-Ming
    Deng, Xiao-Gang
    CHINESE PHYSICS LETTERS, 2020, 37 (06)
  • [30] Application of homotopy perturbation method in the solution of Fokker-Planck equation
    Jafari, M. A.
    Aminataei, A.
    PHYSICA SCRIPTA, 2009, 80 (05)