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The Fokker-Planck equation for bistable potential in the optimized expansion

Anna Okopińska

Published 2001-11-21Version 1

The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential is shown to agree well with the exact solution of the Fokker-Planck equation. Even for a bistable system the whole period of evolution to equilibrium is correctly described at various noise intensities.

Comments: 12 pages, LATEX, 3 Postscript figures compressed and
Journal: Phys.Rev.E65:062101,2002
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