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Solution of Fokker–Planck equation by means of maximum entropy approach
Journal article   Peer reviewed

Solution of Fokker–Planck equation by means of maximum entropy approach

S.A. El-Wakil, A. Elhanbaly and M.A. Abdou
Journal of quantitative spectroscopy & radiative transfer, Vol.69(1), pp.41-48
01/04/2001
DOI: https://doi.org/10.1016/S0022-4073(00)00060-1

Abstract

Fokker–Planck equation Lie algebraic method Maximum entropy
Maximum entropy approach is used to find the exact solution of the one-dimensional Fokker–Planck equation with variable coefficients. The exact solutions of the probability density of generalized Fokker–Planck equation are explicitly obtained. Three classes of special interest of Fokker–Planck equations are discussed in details.

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