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Integral methods for solving Fokker-Planck-type equations

Conference ·
OSTI ID:6999986
Fokker-Planck-type equations occur quite often in different domains of physics and applied mathematics as various realizations of a generic degenerate parabolic equation. Even in the simplest situations, the analysis of the general Fokker-Planck equation is difficult and has been mostly confined to linear case, where partial results have been obtained in showing existence, uniqueness, regularity, and completeness of eigenfunctions. In the present paper, we present a canonical integral approach that solves, in principle, the most general linear or nonlinear Fokker-Planck-type equations. The method is formal in the sense that it does not provide per se the means to prove existence and uniqueness of the solution in an abstract setting. The formalism is based on the Green's functions and their natural extensions to nonlinear systems and allows one to compute the solution (assumed to exist uniquely), by using a canonical iterative scheme. We present several applications of the integral approach in connection with previously developed methods and results. 26 refs.
Research Organization:
Oak Ridge National Lab., TN (USA)
Sponsoring Organization:
DOE/ER
DOE Contract Number:
AC05-84OR21400
OSTI ID:
6999986
Report Number(s):
CONF-9005223-1; ON: DE90012171
Country of Publication:
United States
Language:
English