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Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems - MaRDI portal

Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems (Q949164)

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scientific article; zbMATH DE number 5354438
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Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
scientific article; zbMATH DE number 5354438

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    Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems (English)
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    20 October 2008
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    Fokker-Planck equation
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    finite element method
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    finite difference method
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    random vibration
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    nonlinear stochastic dynamics
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    Kolmogorov equations
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    Crank-Nicholson time integration
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    Van-der-Pol and Duffing oscillators
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