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

DOI10.1007/BF02716786zbMath1154.65361MaRDI QIDQ949164

Pankaj Kumar, Sadagopan Narayanan

Publication date: 20 October 2008

Published in: Sādhanā (Search for Journal in Brave)

zbMATH Keywords

finite element methodfinite difference methodFokker-Planck equationrandom vibrationKolmogorov equationsCrank-Nicholson time integrationnonlinear stochastic dynamicsVan-der-Pol and Duffing oscillators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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