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13. Stochastic differential equations : Solution of a boundary value problem connected with the Fokker-Planck equation

โœ Scribed by S. Mukhopadhyay


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
48 KB
Volume
18
Category
Article
ISSN
0304-4149

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Using the IMSL package TWODEPEP, the full non-relativistic Fokker-Planck equation is solved numerically for the runaway electron distribution function in the presence of a dc electric field. A set of partial integro-differential equations derived from a Legendre expansion of the Fokker-Planck equati

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In this paper, we prove a limit theorem applicable to the asymptotic solution of stochastic two-point boundary-value and eigenvalue problems of a wide class of non-linear ordinary differential equations. Let E, 0 < E << 1, be a small parameter, and y ( s ) for 0 5 s <m a stochastic process. Then ~(