Unknown

Dataset Information

0

Infinite product expansion of the Fokker-Planck equation with steady-state solution.


ABSTRACT: We present an analytical technique for solving Fokker-Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples.

SUBMITTER: Martin RJ 

PROVIDER: S-EPMC4528656 | biostudies-literature | 2015 Jul

REPOSITORIES: biostudies-literature

altmetric image

Publications

Infinite product expansion of the Fokker-Planck equation with steady-state solution.

Martin R J RJ   Craster R V RV   Kearney M J MJ  

Proceedings. Mathematical, physical, and engineering sciences 20150701 2179


We present an analytical technique for solving Fokker-Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples. ...[more]

Similar Datasets

| S-EPMC6877582 | biostudies-literature
| S-EPMC5724285 | biostudies-literature
| S-EPMC8324819 | biostudies-literature
| S-EPMC5627107 | biostudies-literature
| S-EPMC6606609 | biostudies-literature
| S-EPMC1304055 | biostudies-literature
| S-EPMC7529818 | biostudies-literature
| S-EPMC5666231 | biostudies-literature
| S-EPMC3684809 | biostudies-other
| S-EPMC6003217 | biostudies-literature