On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems
β Scribed by B. F. Spencer; L. A. Bergman
- Publisher
- Springer Netherlands
- Year
- 1993
- Tongue
- English
- Weight
- 803 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0924-090X
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π 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
Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich
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