Infinite product expansion of the Fokker–Planck equation with steady-state solution
نویسندگان
چکیده
We present an analytical technique for solving Fokker-Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples.
منابع مشابه
Pseudo-spectral Matrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation
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