A finite element solution of a reduced Fokker-Planck equation
โ Scribed by D. Fyfe; A. Weiser; I. Bernstein; S. Eisenstat; M. Schultz
- Book ID
- 107788681
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 647 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0021-9991
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๐ SIMILAR VOLUMES
Numerical solution of the Fokker Planck equation for the probability density function of a stochastic process by traditional finite difference or finite element methods produces erroneous oscillations and negative values whenever the drift is large compared to the diffusion. Upwinding schemes to eli
## Abstract The paper considers the solution of the FokkerโPlanckโKolmogorov 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 car