Approximation of functions of Lipschitz class and solution of Fokker-Planck equation by two-dimensional Legendre wavelet operational matrix

In this paper, Lipschitz class of two-variables is considered. This is the genralization of well-known Lipschitz class of functions. A new estimator of functions belonging to generalized Lipschitz class has been obtained. Also, the solutions for the Fokker-Planck equations have been obtained for two different cases by two-dimensional Legendre wavelet operational matrix method. The approximated solutions of the time-and space-Fokker Planck equation have been compared with the exact solutions and the solutions obtained by homotopy perturbation method. The proposed scheme is simple, effective and suitable for the solution of Fokker-Planck equation.