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Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle

✍ Scribed by Jumarie, Guy


Book ID
125549912
Publisher
American Institute of Physics
Year
1990
Tongue
English
Weight
466 KB
Volume
31
Category
Article
ISSN
0022-2488

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Approximate solution of the Fokker-Planc
✍ El-Gebeily, Mohamed A. ;Shabaik, Hosam E. Emara 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 417 KB

## 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