On the numerical solution on the Fokker-Planck equation for nonlinear stochastic systems教程.pdfVIP

On the Numerical Solution of the Fokker-Planck Equation for Nonlinear Stochastic Systems B. F. S P E N C E R , Jr. 1 and L. A. B E R G M A N 2 JDepartment of Civil Engineering and Geological Sciences, University of Notre Dame, Notre Dame, IN 46556-0767, U.S.A. ; 2Department of Aeronautical and Astronautical Engineering, University of Illinois at Urbana-Champaign, Urbana, 1L 61801-0236, U.S.A. (Received: 15 November 1991; accepted: 16 April 1992) Abstract. The finite element method is appli