Multi-dimensional Fokker-Planck equation analysis using the modified finite element method
نویسندگان
چکیده
منابع مشابه
Multi-dimensional Fokker-Planck equation analysis using the modified finite element method
The Fokker-Planck equation (FPE) is a frequently used tool for the solution of cross probability density function (PDF) of a dynamic system response excited by a vector of random processes. FEM represents a very effective solution possibility, particularly when transition processes are investigated or a more detailed solution is needed. Actual papers deal with single degree of freedom (SDOF) sy...
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In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...
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Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2016
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/744/1/012177