Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements (Q4314966)
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scientific article; zbMATH DE number 699105
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| English | Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements |
scientific article; zbMATH DE number 699105 |
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Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements (English)
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8 January 1995
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Fokker-Planck-Kolmogorov equation
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finite element method
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stochastic dynamical systems
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convergence
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numerical example
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0.8256349563598633
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0.8029884099960327
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0.8028973937034607
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