|
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
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
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
Linking options:
https://www.mathnet.ru/eng/zvmmf9233 https://www.mathnet.ru/eng/zvmmf/v51/i4/p647
|
Statistics & downloads: |
Abstract page: | 360 | Full-text PDF : | 98 | References: | 58 | First page: | 13 |
|