Distributed approximating functional approach to the Fokker-Planck equation: Eigenfunction expansion

The distributed approximating functional method is applied to the solution of the Fokker-Planck equations. The present approach is limited to the standard eigenfunction expansion method. Three typical examples, a Lorentz Fokker-Planck equation, a bistable diffusion model and a Henon-Heiles two-dimensional anharmonic resonating system, are considered in the present numerical testing. All results are in excellent agreement with those of established methods in the field. It is found that the distributed approximating functional method yields the accuracy of a spectral method but with a local method's simplicity and flexibility for the eigenvalue problems arising from the Fokker-Planck equations. (C) 1997 American Institute of Physics.