An approximate solution of a case of perturbed Fokker-Planck equation

Fuente: arXiv
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Main Authors: Luo, Yan, Sheng, Kaicheng
Format: Preprint
Published: 2025
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author Luo, Yan
Sheng, Kaicheng
author_facet Luo, Yan
Sheng, Kaicheng
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18131
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An approximate solution of a case of perturbed Fokker-Planck equation
Luo, Yan
Sheng, Kaicheng
Probability
Analysis of PDEs
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.
title An approximate solution of a case of perturbed Fokker-Planck equation
topic Probability
Analysis of PDEs
url https://arxiv.org/abs/2502.18131