Analytical solution for the Fokker–Planck equation by differential transform method

In this paper, a relatively recent method, namely the Differential Transform Method (DTM), is applied to devise a simple scheme for solving the Fokker–Planck equation and some similar equations. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. The approach also introduces the solution in the form of a rapidly convergent series. Illustrative examples are provided to demonstrate the applicability and efficiency of the technique.