APPROXIMATE SOLUTION OF THE FOKKER-PLANCKKOLMOGOROV QUATION BY FINITE-ELEMENTS
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...
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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/2539/1/13.pdf |
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