Elzaki Transform Method for the Fokker-Planck Equation
Authors: Ideh R, Ojarikre HI
In this paper, a numerical technique for the solution of Fokker-Planck equation (FPE) has been considered. For this purpose, the Elzaki transform method (ETM) has been adopted for both linear and nonlinear one-dimensional Fokker-Planck equation. The work includes some model equations from which different versions of the FPE were derived. Numerical evidences obtained (using Maple 18 software) showed that the convergence of the method is absolute.
Affiliations: Department of Mathematics, Delta State University, Abraka, Delta State, Nigeria
Keywords: Fokker-Planck Equation, Elzaki Transform Method, Stochastic Differential Equation, Drift Coefficient, Fluctuations
Published date: 2020/06/30