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Variational perturbation theory for Fokker-Planck equation with nonlinear drift

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  • J. Dreger
  • A. Pelster
  • B. Hamprecht

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

Suggested Citation

  • J. Dreger & A. Pelster & B. Hamprecht, 2005. "Variational perturbation theory for Fokker-Planck equation with nonlinear drift," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 45(3), pages 355-368, June.
    • Handle: RePEc:spr:eurphb:v:45:y:2005:i:3:p:355-368
    DOI: 10.1140/epjb/e2005-00195-2
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