Solving Fokker-Planck Equation By Two-Dimensional Differential Transform


International Conference on Applied Mathematics, Modeling and Computational Science (AMMCS), Waterloo, Canada, 25 - 29 July 2011, vol.1368 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 1368
  • Doi Number: 10.1063/1.3663463
  • City: Waterloo
  • Country: Canada
  • Middle East Technical University Affiliated: Yes


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.