Variational iteration method for solving Fokker–Planck equation

In this paper variational iteration method is implemented to solve linear and nonlinear Fokker–Planck equations, and some similar equations. To illustrate the simplicity and reliability of the method some examples are provided and comparisons are made between the variational iteration method and the Adomian decomposition method. Comparison shows that variational iteration method is more effective and convenient to use and overcomes the difficulty arising in calculating Adomian polynomials. Also, this method can successfully be applied to a large class of problems.