Wavelet numerical method on FPK equations for stationary nonlinear random system

In this paper, a wavelet numerical method (WNM) for nonlinear random systems was proposed. The method is based on the Shannon wavelet point-allotting scheme and the FPK equation was calculated by using this method. The numerical results show that this method possesses high accuracy compared with the theoretical analysis and other numerical methods. The wavelet numerical method can be developed as Wavelet Stochastic Finite Element Method (WSFE) and can be used to solve other kinds of partial differential equations.