Abstract
Solution of Fokker-Planck equation using Trotter's formula is discussed. The method is illustrated on the linear Fokker-Planck equation and the Ornstein-Uhlenbeck solution is obtained. For the case of a general nonlinear Fokker-Planck equation the method yields an integral representation amenable to approximations. In the lowest order approximation Suzuki's scaling result emerges. Physical interpretation and limitations of the approximations are also discussed.
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Valsakumar, M.C. Solution of Fokker-Planck equation using Trotter's formula. J Stat Phys 32, 545–553 (1983). https://doi.org/10.1007/BF01008955
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DOI: https://doi.org/10.1007/BF01008955