ar X iv : c on d - m at / 9 50 50 37 v 2 1 0 M ay 1 99 5 VARIATIONAL SCHEMES IN THE FOKKER - PLANCK EQUATION
نویسنده
چکیده
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from the (non-Hermitian) Fokker-Planck operator, and those which are based on soluble approximations to this operator. The various approaches are first tested on a simple quantum-mechanical problem and then applied to a toy Fokker-Planck equation. The problem of a particle moving in a potential and subject to external non-white noise is then investigated using the formalism developed earlier on in the paper. PACS numbers: 05.40.+j, 02.50.Ey, 03.65.Db Typeset using REVTEX 1
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