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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 4, Pages 647–653 (Mi zvmmf9233)  
This article is cited in 2 scientific papers (total in 2 papers)

On the substantiation of a projection method for the stationary Fokker–Planck equation

A. I. Noarov

Institute of Numerical Mathematics, Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119333 Russia
Full-text PDF (370 kB) Citations (2)
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Abstract: A projection-type condition is discussed that is sufficient for the stationary Fokker–Planck equation $\Delta u-\operatorname{div}(u\mathbf f)=0$ to be solvable within a class of probability density functions. Based on existence theorems and estimates of positive solutions obtained by the author, a fairly large class of vector fields $\mathbf f$ satisfying this condition is proposed.
Key words: Fokker–Planck equation, diffusion process, invariant measure, estimates of positive solutions, numerical projection methods.
Received: 28.01.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 4, Pages 602–608
DOI: https://doi.org/10.1134/S0965542511040130
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: A. I. Noarov, “On the substantiation of a projection method for the stationary Fokker–Planck equation”, Zh. Vychisl. Mat. Mat. Fiz., 51:4 (2011), 647–653; Comput. Math. Math. Phys., 51:4 (2011), 602–608
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/zvmmf/v51/i4/p647
    Erratum
    • Errata
      Zh. Vychisl. Mat. Mat. Fiz., 2012, 52:4, 768
    This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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