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

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
Depositing User: SYED AMEENUDDIN HUSSAIN
Date Deposited: 14 Jun 2008 13:40
Last Modified: 01 Nov 2019 16:44
URI: http://eprints.kfupm.edu.sa/id/eprint/2539