Tag Archives: Kolmogorov Equation

Application of the Elzaki Transform Iterative Method for the Fokker-Planck Equation (Published)

In this Paper, I propose a New Integral Transform which is still not widely known, nor used. The aim of the present paper is to investigate the application of the Elzaki Transform with combination of simple iteration Method for solving the Fokker-Planck equation and some similar equations. The method can easily be applied to many linear and non-linear Partial Differential Equations and is capable to reduce the size of computational work. In this approach the solution is found in the form of a convergent series with easily computed components. To give overview of Methodology, I have presented several examples in one- and two-dimensional cases.

Keywords: Elzaki Transform, Fokker-Planck Equation, Kolmogorov Equation, analytical solution.