The Fokker-Planck equation for bistable potential in the optimized expansion
Abstract
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential is shown to agree well with the exact solution of the Fokker-Planck equation. Even for a bistable system the whole period of evolution to equilibrium is correctly described at various noise intensities.
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