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Variational Perturbation Theory for Fokker-Planck Equation with Nonlinear Drift
We develop a recursive method for perturbative solutions of the Fokker-Planck
equation with nonlinear drift. The series expansion of the time-dependent
probability density in terms of powers of the coupling constant is obtained by
solving a set of first-order linear ordinary differential equations. Resumming
the series in the spirit of variational perturbation theory we are able to
determine the probability density for all values of the coupling constant.
Comparison with numerical results shows exponential convergence with increasing
order.Comment: Author Information under
http://www.theo-phys.uni-essen.de/tp/ags/pelster_dir