IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v678y2025ics0378437125006041.html

Variational supersymmetric approach and Gram–Schmidt process for evaluating Fokker–Planck probabilities

Author

Listed:
  • Perles, João Vitor Santos
  • de Oliveira Batael, Hugo
  • Drigo Filho, Elso

Abstract

In this work, an alternative method for solving eigenvalue equations is investigated, with a specific application to the Schrödinger-type Fokker–Planck equation. This method is based on combined eigenfunctions through the Gram–Schmidt orthogonalization process, coupled with the well-formalized factorization technique in supersymmetric quantum mechanics. Eigenvalues are obtained via the variational method, using numerical computation. The aim is to obtain solutions for two polynomial potentials of the form V1(x)=x66−x44 and V2(x)=x44−x35−x22, in order to obtain the probability distributions at different times t and initial conditions represented by x0. The results for the symmetric potential V1(x) are compared with values found in the literature. For the asymmetric potential V2(x), the solution is compared only with numerical results, also demonstrating a low margin of error. In both cases, the proposed technique generates probability distributions that respect the typical behavior of the Fokker–Planck equation, with percentage errors below 0.5% compared to reference methods.

Suggested Citation

  • Perles, João Vitor Santos & de Oliveira Batael, Hugo & Drigo Filho, Elso, 2025. "Variational supersymmetric approach and Gram–Schmidt process for evaluating Fokker–Planck probabilities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 678(C).
  • Handle: RePEc:eee:phsmap:v:678:y:2025:i:c:s0378437125006041
    DOI: 10.1016/j.physa.2025.130952
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437125006041
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2025.130952?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Polotto, Franciele & Drigo Filho, Elso & Chahine, Jorge & Oliveira, Ronaldo Junio de, 2018. "Supersymmetric quantum mechanics method for the Fokker–Planck equation with applications to protein folding dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 286-300.
    2. Felderhof, B.U., 2008. "Diffusion in a bistable potential," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5017-5023.
    3. Borges, G.R.P. & Filho, Elso Drigo & Ricotta, R.M., 2010. "Variational supersymmetric approach to evaluate Fokker–Planck probability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3892-3899.
    4. Chavanis, Pierre-Henri, 2004. "Generalized Fokker–Planck equations and effective thermodynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 340(1), pages 57-65.
    5. Khan, Sharon & Reynolds, Andy M., 2005. "Derivation of a Fokker–Planck equation for generalized Langevin dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 183-188.
    6. Matrasulov, J. & Sabirov, K., 2022. "Fokker–Planck equation on metric graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P2).
    7. Liu, Jian & Wang, Youguo, 2018. "Performance investigation of stochastic resonance in bistable systems with time-delayed feedback and three types of asymmetries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 359-369.
    8. Philipp, Lucas & Shizgal, Bernie D., 2019. "A Pseudospectral solution of a bistable Fokker–Planck equation that models protein folding," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 158-166.
    9. Caldas, Denise & Chahine, Jorge & Filho, Elso Drigo, 2014. "The Fokker–Planck equation for a bistable potential," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 412(C), pages 92-100.
    10. Rui, Weiguo & Yang, Xinsong & Chen, Fen, 2022. "Method of variable separation for investigating exact solutions and dynamical properties of the time-fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    11. Drigo Filho, Elso & Chahine, Jorge & Araujo, Marcelo Tozo & Ricotta, Regina Maria, 2022. "Probability distribution to obtain the characteristic passage time for different tri-stable potentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    12. Fa, Kwok Sau, 2023. "Generalized second Einstein relation in heterogeneous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
    13. De Decker, Yannick & Nicolis, Grégoire, 2020. "On the Fokker–Planck approach to the stochastic thermodynamics of reactive systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Philipp, Lucas & Shizgal, Bernie D., 2019. "A Pseudospectral solution of a bistable Fokker–Planck equation that models protein folding," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 158-166.
    2. Wang, Jian & Chen, Keyong & Kim, Junseok, 2025. "Computational analysis of a normalized time-fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 665(C).
    3. Polotto, Franciele & Drigo Filho, Elso & Chahine, Jorge & Oliveira, Ronaldo Junio de, 2018. "Supersymmetric quantum mechanics method for the Fokker–Planck equation with applications to protein folding dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 286-300.
    4. Drigo Filho, Elso & Chahine, Jorge & Araujo, Marcelo Tozo & Ricotta, Regina Maria, 2022. "Probability distribution to obtain the characteristic passage time for different tri-stable potentials," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    5. Secrest, J.A. & Conroy, J.M. & Miller, H.G., 2020. "A unified view of transport equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    6. Liu, Jian & Qiao, Zijian & Ding, Xiaojian & Hu, Bing & Zang, Chuanlai, 2021. "Stochastic resonance induced weak signal enhancement over controllable potential-well asymmetry," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    7. Rui, Weiguo & Yang, Xinsong & Chen, Fen, 2022. "Method of variable separation for investigating exact solutions and dynamical properties of the time-fractional Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    8. Giorno, Virginia & Nobile, Amelia G., 2023. "On a time-inhomogeneous diffusion process with discontinuous drift," Applied Mathematics and Computation, Elsevier, vol. 451(C).
    9. Ma, Tianchi & Song, Di & Shen, Junxian & Xu, Feiyun, 2022. "Unsaturated piecewise bistable stochastic resonance with three kinds of asymmetries and time-delayed feedback," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
    10. Ma, Tianchi & Shen, Junxian & Song, Di & Xu, Feiyun, 2022. "Unsaturated piecewise bistable stochastic resonance with three kinds of asymmetries driven by multiplicative and additive noise," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    11. Liu, Jian & Cao, Jie & Wang, Youguo & Hu, Bing, 2019. "Asymmetric stochastic resonance in a bistable system driven by non-Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 321-336.
    12. Heidari, Hossein & Karamati, Mahdi Rezaei & Motavalli, Hossein, 2022. "Tumor growth modeling via Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
    13. Pan, Yan & Ren, Yuhao & Duan, Fabing, 2018. "Noise benefits to robust M-estimation of location in dependent observations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 144-152.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:678:y:2025:i:c:s0378437125006041. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.