求解Fokker-Planck方程的半解析方法

Majeed Ahmed AL-Jawary , Ghassan Hasan Radhi , Jure Ravnik
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引用次数: 14

摘要

本文用半解析迭代法求解了线性和非线性Fokker-Planck方程。该技术由Temimi和Ansari (TAM)于2011年提出。它被用来获得一维、二维和三维FPE的精确解。通过求解若干线性和非线性实例,证明了该方法的有效性和适用性。结果表明,该方法是非常有效和可靠的,并且不需要对非线性项进行任何限制性假设。使用符号操作器Mathematica®10对迭代过程中的项进行求值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Semi-analytical method for solving Fokker-Planck’s equations

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.

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