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Finite element solution of the Kolmogorov-Feller equation

✍ Scribed by N. A. Baranov; L. I. Turchak


Book ID
110196390
Publisher
SP MAIK Nauka/Interperiodica
Year
2011
Tongue
English
Weight
487 KB
Volume
51
Category
Article
ISSN
0965-5425

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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