Numerical solution of the Fokker-Planck equation with variable coefficients

We study the numerical solution of the Fokker-Planck equation. This equation gives a good approximation to the radiative transport equation when scattering is peaked sharply in the forward direction which is the case for light propagation in tissues, for example. We derive first the numerical solution for the problem with constant coefficients. This numerical solution is constructed as an expansion in plane wave solutions. Then we extend that result to take into account coefficients that vary spatially. This extension leads to a coupled system of initial and final value problems. We solve this system iteratively. Numerical results show the utility of this method.