Variational schemes in the Fokker-Planck equation

T. Blum; A. J. McKane

doi:10.1088/0305-4470/29/9/003

Variational schemes in the Fokker-Planck equation

T. Blum, A. J. McKane

Research output: Contribution to journal › Article › peer-review

Abstract

We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from the (non-Hermitian) Fokker-Planck operator, and those which are based on soluble approximations to this operator. The various approaches are tested on a simple quantum-mechanical problem, a toy Fokker-Planck equation and finally on the problem of a particle moving in a potential and subject to external non-white noise. © 1996 IOP Publishing Ltd.

Original language	English
Pages (from-to)	1859-1872
Number of pages	13
Journal	Journal of Physics A: Mathematical and General
Volume	29
Issue number	9
DOIs	https://doi.org/10.1088/0305-4470/29/9/003
Publication status	Published - 1996

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title = "Variational schemes in the Fokker-Planck equation",

abstract = "We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from the (non-Hermitian) Fokker-Planck operator, and those which are based on soluble approximations to this operator. The various approaches are tested on a simple quantum-mechanical problem, a toy Fokker-Planck equation and finally on the problem of a particle moving in a potential and subject to external non-white noise. {\textcopyright} 1996 IOP Publishing Ltd.",

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AU - McKane, A. J.

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AB - We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from the (non-Hermitian) Fokker-Planck operator, and those which are based on soluble approximations to this operator. The various approaches are tested on a simple quantum-mechanical problem, a toy Fokker-Planck equation and finally on the problem of a particle moving in a potential and subject to external non-white noise. © 1996 IOP Publishing Ltd.

U2 - 10.1088/0305-4470/29/9/003

DO - 10.1088/0305-4470/29/9/003

M3 - Article

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VL - 29

SP - 1859

EP - 1872

JO - Journal of Physics A: Mathematical and General

JF - Journal of Physics A: Mathematical and General

IS - 9

ER -

Variational schemes in the Fokker-Planck equation

Abstract

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