Exact solutions of Fokker–Planck equation via the Nikiforov–Uvarov method

Heidari, Hossein; Motavalli, Hossein; Keramati, Mehdi Rezaei

doi:10.1007/s12648-020-01900-6

Cited by 3 publications

(1 citation statement)

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“…The study of stochastic events has grown significantly in recent years because to its applications in physics, chemistry, biology, circuit theory, and even economics [1][2][3][4][5][6][7][8][9][10][11][12][13]. One of the most common differential equations, the so-called FPE, naturally occurs in such events across a wide range of natural sciences, including solid-state physics, quantum optics, chemical physics, theoretical biology, and circuit theory [6].…”

Section: Introductionmentioning

confidence: 99%

A new analytical strategy based on a wavelet computing technique for solving Fokker-Plank equation arises in stochastic phenomena

Rajaraman

Hariharan

2023

Preprint

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A relatively recent method called the Hermite Wavelet Method (HWM) is used to design a simple strategy for solving the Fokker-Planck equation (FPE) for a given pair of drift and diffusion functions in stochastic phenomena. The Fokker-Plank equation is analyzed for Morse, Hulthen and logarithmic potentials. The joint and marginal probability density functions of FPE are obtained. The strategy is efficient to apply to many linear and nonlinear problems and can significantly reduce computing labour. To demonstrate the applicability and effectiveness of the approach and to obtain the probability distribution functions of FPE, illustrative examples are provided. Mathematical subject classification: 35K20

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