Semi-analytical method for solving Fokker-Planck’s equations

Abstract

In this paper, the linear and nonlinear Fokker-Planck equations (FPE) are solved by a semi-analytical iterative technique. This technique was proposed by Temimi and Ansari (TAM) in 2011. It is used to obtain the exact solutions for the 1D, 2D and 3D FPE. We solve several linear and nonlinear examples to show that the method is efficient and applicable. The results demonstrate that the presented method is very effective and reliable and does not require any restrictive assumptions for nonlinear terms. A symbolic manipulator Mathematica®10 was used to evaluate terms in the iterative process.