Methodological approaches for the Fokker-Planck equation associated to nonlinear stochastic differential systems with uncertain parameters

DOI10.25088/COMPLEXSYSTEMS.28.4.411zbMATH Open1473.65014OpenAlexW2995480068MaRDI QIDQ5164097FDOQ5164097

Authors: Mohamed Ben Said, Ihsane Salleh, L. Azrar 

Publication date: 9 November 2021

Published in: Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.25088/complexsystems.28.4.411

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zbMATH Keywords

Monte Carlostochastic differential equationprobability density functionconditional expectationFokker-Planck equationradial basis functionuncertain parametersmeshfree methodexponential closure method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Fokker-Planck equations (35Q84) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (2)

• Coupled Kansa and hybrid optimization methodological approach for Kolmogorov-Feller equations
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system

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