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

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...

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Detalles Bibliográficos
Autores principales: Martin, R. J., Craster, R. V., Kearney, M. J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society Publishing 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4528656/
https://www.ncbi.nlm.nih.gov/pubmed/26346100
http://dx.doi.org/10.1098/rspa.2015.0084