Numerical Solution of Fokker-Planck Equation for Nonlinear Stochastic Dynamical Systems
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Publication:5198806
DOI10.1007/978-94-007-0732-0_8zbMath1226.60096OpenAlexW1661401742MaRDI QIDQ5198806
Sadagopan Narayanan, Pankaj Kumar
Publication date: 9 August 2011
Published in: IUTAM Symposium on Nonlinear Stochastic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-94-007-0732-0_8
Fokker-Planck equationnumerical solutionfinite-difference methodpath integration methodnonlinear stochastic dynamics
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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