The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, we present a homotopic Galerkin approach to the solution of the Fokker-Planck-Kolmogorov equation. We argue that the ideal Hilbert space to approximate the exact solution, psi* is the space L2(dPsi*) where dPsi* is the probability measure induced on Rn by the solution psi* itself. We show that given an initial approximation of the exact solution which is sufficiently close to the exact...
A novel multi-resolution algorithm is presented to solve the Fokker Planck equation (FPE) for general N-dimensional nonlinear systems while addressing the "curse of dimensionality". Numerical aspects of the extension of the proposed approach to high dimensional systems is discussed for the stationary FPE. The algorithm is validated against and compared with the existing methods
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.