NUMERICAL SOLUTION OF THE STATIONARY FPK EQUATION USING SHANNON WAVELETS

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Publication:2881967

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DOI10.1006/JSVI.1999.2747zbMath1237.65150OpenAlexW2007610451MaRDI QIDQ2881967

S. McWilliam, C. H. J. Fox, D. J. Knappett

Publication date: 3 May 2012

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jsvi.1999.2747

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Random vibrations in mechanics of particles and systems (70L05) Numerical methods for wavelets (65T60) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Interval wavelet numerical method on Fokker-Planck equations for nonlinear random system ⋮ Application of wavelet methods in computational physics ⋮ A Stochastic Controller Design Using an Approximate Solution of FPK Equation

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