Variational perturbation theory for Fokker-Planck equation with nonlinear drift

J. Dreger (), A. Pelster () and B. Hamprecht ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2005, vol. 45, issue 3, 355-368

Abstract: We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a set of first-order linear ordinary differential equations. Resumming the series in the spirit of variational perturbation theory we are able to determine the probability density for all values of the coupling constant. Comparison with numerical results shows exponential convergence with increasing order. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2005

Date: 2005
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1140/epjb/e2005-00195-2 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:eurphb:v:45:y:2005:i:3:p:355-368

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/10051

DOI: 10.1140/epjb/e2005-00195-2

Access Statistics for this article

The European Physical Journal B: Condensed Matter and Complex Systems is currently edited by P. Hänggi and Angel Rubio

More articles in The European Physical Journal B: Condensed Matter and Complex Systems from Springer, EDP Sciences
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().