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 |
| Department: | College of Computing and Mathematics > lndustrial and Systems Engineering |
| Depositing User: | SYED AMEENUDDIN HUSSAIN |
| Date Deposited: | 14 Jun 2008 10:40 |
| Last Modified: | 01 Nov 2019 13:44 |
| URI: | http://eprints.kfupm.edu.sa/id/eprint/2539 |