Application of the homotopy perturbation method for the Fokker-Planck equation

作者：Yildirim Ahmet^*

来源：International Journal for Numerical Methods in Biomedical Engineering, 2010, 26(9): 1144-1154.

DOI：10.1002/cnm.1200

• He's homotopy perturbation method
• nonlinear phenomena
• Fokker-Planck equation
• Kolmogorov equation

In this paper, we will discuss the solution of an initial value problem of parabolic type. The main objective is to propose an alternative method of solution, one not based on finite difference or finite element or spectral methods. The aim of the present paper is to investigate the application of the Homotopy perturbation method (HPM) for solving the Fokker-Planck equation and some similar equations. This method is a powerful tool for solving various kinds of problems. Employing this technique, it is possible to find the exact solution or an approximate solution of the problem. The results show applicability, accuracy and efficiency of HPM in solving nonlinear differential equations. It is predicted that HPM can be widely applied in science and engineering problems.

• 出版日期2010-9