Solving Fokker-Planck Equation By Two-Dimensional Differential Transform

Date

2011-07-29

Author

Cansu Kurt, Ümmügülsüm
Ozkan, Ozan

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In this paper, we implement a reliable algorithm to obtain exact solutions for Fokker-Planck equation and some similar equations. The approach rests mainly on two dimensional differential transform method which is one of the approximate methods. The method can easily be applied to many linear and nonlinear problems and is capable of reducing the size of computational work. Exact solutions are obtained easily without linearizing the problem. Some illustrative examples are given to demonstrate the effectiveness of the presented method

Subject Keywords

Fokker-Planck equation, Kolmogorov equation, Differential transform method, Solutions in closed form

URI

https://hdl.handle.net/11511/51508

Collections

Department of Mathematics and Science Education, Conference / Seminar