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APPROXIMATE SOLUTION OF THE FOKKER-PLANCKKOLMOGOROV QUATION BY FINITE-ELEMENTS

Emara-Shabaik, Husam APPROXIMATE SOLUTION OF THE FOKKER-PLANCKKOLMOGOROV QUATION BY FINITE-ELEMENTS. COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING, 10. pp. 763-771.

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Abstract

The paper considers the solution of the Fokker-Planck-Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach



Item Type:Article
Subjects:Systems
Divisions:College Of Computer Sciences and Engineering > Systems Engineering Dept
Creators:Emara-Shabaik, Husam
Email:Shabaik@kfupm.edu.sa
ID Code:2539
Deposited By:SYED AMEENUDDIN HUSSAIN
Deposited On:14 Jun 2008 13:40
Last Modified:12 Apr 2011 13:13

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