New Iterative Methods for Solving Fokker-Planck Equation

Abstract

In this article, we propose the new iterative method and introduce the integral iterative method to solve linear and nonlinear Fokker-Planck equations and some similar equations. The results obtained by the two methods are compared with those obtained by both Adomian decomposition and variational iteration methods. Comparison shows that the two methods are more effective and convenient to use and overcome the difficulties arising in calculating Adomian polynomials and Lagrange multipliers, which means that the considered methods can simply and successfully be applied to a large class of problems.