APPROXIMATE SOLUTION OF THE FOKKER-PLANCK-KOLMOGOROV EQUATION BY FINITE-ELEMENTS

被引：8
|
作者：
ELGEBEILY, MA [1 ]
SHABAIK, HEE [1 ]
机构：
[1] KING FAHD UNIV PETR & MINERALS,DEPT SYST ENGN,DHAHRAN 31261,SAUDI ARABIA
来源：
COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING | 1994年 / 10卷 / 10期
关键词：
D O I：
10.1002/cnm.1640101002
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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 carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach.
引用
收藏
页码：763 / 771
页数：9
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