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A finite element/Fourier treatment of the Fokker–Planck equation

✍ Scribed by J. Andrew Spencer; Jeong-Young Ji; Eric D. Held

Book ID
116624773
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
911 KB
Volume
231
Category
Article
ISSN
0021-9991

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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 car