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Approximate solution of the Fokker-Planck-Kolmogorov equation by finite elements (1994)

El-Gebeily, Mohamed A. ; Shabaik, Hosam E. Emara

Chichester : Wiley-Blackwell

Communications in Numerical Methods in Engineering 10 (1994), S. 763-771

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Details

ISSN: 1069-8299

Schlagwort(e): Engineering ; Engineering General

Quelle: Wiley InterScience Backfile Collection 1832-2000

Thema: Mathematik , Technik allgemein

Notizen: 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.

Zusätzliches Material: 4 Ill.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1002/cnm.1640101002

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