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Application of a singular perturbation expansion to the solution of certain Fokker-Planck equations

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Abstract

We show that a singular perturbation expansion for the solution of a parabolic equation can be applied to some Fokker-Planck equations arising in the analysis of the effects of noise on laser operations. A generalization to the approximate solution of the Smoluchowski equation, when diffusion is a small effect, is given.

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Authors and Affiliations

  1. Physical Sciences Laboratory, Division of Computer Research and Technology, National Institute of Health, Bethesda, Maryland

    George H. Weiss

  2. Department of Applied Mathematics, Weizmann Institute of Science, Rehovot, Israel

    Menachem Dishon

Authors
  1. George H. Weiss
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  2. Menachem Dishon
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Weiss, G.H., Dishon, M. Application of a singular perturbation expansion to the solution of certain Fokker-Planck equations. J Stat Phys 13, 145–155 (1975). https://doi.org/10.1007/BF01221375

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  • DOI: https://doi.org/10.1007/BF01221375

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