Operational Tau Approximation for the Fokker–Planck Equation

An extension of the operational Tau method (OTM) is used to solve the Fokker–Planck equation arising in many physical problems. This extension yields an algebraic equivalent representation of the desired problem using arbitrary polynomial basis functions to decrease the size of the computations. The structure, properties and advantages of the OTM are presented, and some illustrative linear and nonlinear experiments are given to show the capability and efficiency of the proposed algorithm.