Methodological Approaches for the Fokker–Planck Equation Associated to Nonlinear Stochastic Differential Systems with Uncertain Parameters

DOI10.25088/COMPLEXSYSTEMS.28.4.411zbMath1473.65014OpenAlexW2995480068MaRDI QIDQ5164097

Ihsane Salleh, Mohamed Ben Said, Lahcen Azrar

Publication date: 9 November 2021

Published in: Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.25088/complexsystems.28.4.411

zbMATH Keywords

stochastic differential equationMonte CarloFokker-Planck equationconditional expectationprobability density functionradial basis functionuncertain parametersmeshfree methodexponential closure method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

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