Numerical Solution of Fokker-Planck Equation for Nonlinear Stochastic Dynamical Systems (Q5198806)

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scientific article; zbMATH DE number 5937531
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Numerical Solution of Fokker-Planck Equation for Nonlinear Stochastic Dynamical Systems
scientific article; zbMATH DE number 5937531

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    Numerical Solution of Fokker-Planck Equation for Nonlinear Stochastic Dynamical Systems (English)
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    9 August 2011
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    Fokker-Planck equation
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    nonlinear stochastic dynamics
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    numerical solution
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    path integration method
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    finite-difference method
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