Variational perturbation theory for Fokker-Planck equation with nonlinear drift
Freie Universität Berlin, Institut für Theoretische Physik,
Arnimallee 14, 14195 Berlin, Germany
2 Fachbereich Physik, Universität Duisburg-Essen, Universitätsstrasse 5, 45117 Essen, Germany
Published online: 6 July 2005
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.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics / 05.10.Gg – Stochastic analysis methods (Fokker-Planck, Langevin, etc.)
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2005