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Analytical solution for the FokkerPlanck equation by differential transform method
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نویسنده
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Hesam S. ,Nazemi A.R. ,Haghbin A.
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منبع
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scientia iranica - 2012 - دوره : 19 - شماره : 4 - صفحه:1140 -1145
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چکیده
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In this paper, a relatively recent method, namely the differential transform method (dtm), isapplied to devise a simple scheme for solving the fokkerplanck equation and some similar equations.the method can easily be applied to many linear and non-linear problems and is capable of reducing thesize of computational work. the approach also introduces the solution in the form of a rapidly convergentseries. illustrative examples are provided to demonstrate the applicability and efficiency of the technique.
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کلیدواژه
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FokkerPlanck equation; ,Kolmogorov equation; ,Differential transform method; ,Brownian motion; ,Closed form solution.
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آدرس
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shahrood university of technology, ایران, shahrood university of technology, ایران, islamic azad university, ایران
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پست الکترونیکی
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ahmadbin@yahoo.com
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Authors
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