An approximate solution of a case of perturbed Fokker-Planck equation
Yan Luo, Kaicheng Sheng
公開日: 2025/2/25
Abstract
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation is proved. The related Hamiltonian dynamical system explains the estimations. Our work provides a more comprehensive understanding of the behaviour of systems described by this Fokker-Planck equation and the corresponding stochastic differential equation.