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