Solution to the Fokker–Planck Equation with Piecewise-Constant Drift  

作　　者：Bin Cheng Ya-Ming Chen Xiao-Gang Deng 程彬;陈亚铭;邓小刚(College of Computer,National University of Defense Technology,Changsha 410073,China;College of Aerospace Science and Engineering,National University of Defense Technology,Changsha 410073,China;Chinese Academy of Military Science,Beijing 100071,China)

机构地区：[1]College of Computer,National University of Defense Technology,Changsha 410073,China [2]College of Aerospace Science and Engineering,National University of Defense Technology,Changsha 410073,China [3]Chinese Academy of Military Science,Beijing 100071,China

出　　处：《Chinese Physics Letters》2020年第6期1-4,共4页中国物理快报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(Grant Nos.11972370 and 61772542)。

摘　　要：We study the solution to the Fokker–Planck equation with piecewise-constant drift,taking the case with two jumps in the drift as an example.The solution in Laplace space can be expressed in closed analytic form,and its inverse can be obtained conveniently using some numerical inversion methods.The results obtained by numerical inversion can be regarded as exact solutions,enabling us to demonstrate the validity of some numerical methods for solving the Fokker–Planck equation.In particular,we use the solved problem as a benchmark example for demonstrating the fifth-order convergence rate of the finite difference scheme proposed previously[Chen Y and Deng X Phys.Rev.E 100(2019)053303].

关 键 词：equation. PIECEWISE conveniently 

分 类 号：O241[理学—计算数学]