Local galerkin method for the approximate solutions to general FPK equations

DOI10.1007/s11741-999-0024-5zbMath0983.70536OpenAlexW1964829173MaRDI QIDQ4515581

Guo-Kang Er

Publication date: 21 April 2002

Published in: Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11741-999-0024-5

zbMATH Keywords

stochastic differential equationprobability density functionFokker-Planck-Kolmogorov equationlocal Galerkin method

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05)

Cites Work

• Multi-Gaussian closure method for randomly excited nonlinear systems
• Crossing rate analysis with a non-Gaussian closure method for nonlinear stochastic systems
• An exact solution to a certain nonlinear random vibration problem
• On the theory of optimal control. Sufficient coordinates
• Approximate analysis of non-linear stochastic systems

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