A ROBUST HYBRID METHOD FOR THE SOLUTION OF FOKKER-PLANCK EQUATION
An effective and alternative numerical method for Fokker-Planck equation, one of the partial differential equations, is presented in the current study. This method is a hybrid method that includes consequent applications of differential transform and finite difference methods. Differential transform method is applied for t-time variable and the finite difference method (central difference) is applied for x-position variable. The solution could be found in series form or based on mesh points. After the proposed method is applied to the examples, the final data is presented in tables and graphs. Based on the findings, this hybrid method provides a convergent analytical approach using a fast and practical calculation without complex operations.
differential transform method, finite difference method, central difference, Fokker-Planck equation, numerical solution.