Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements

Mohamed A. El‐Gebeily; Hosam E.Emara Shabaik

doi:10.1002/cnm.1640101002

Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements

Mohamed A. El‐Gebeily^*, Hosam E.Emara Shabaik

^*Corresponding author for this work

King Fahd University of Petroleum & Minerals

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach.

Original language	English
Pages (from-to)	763-771
Number of pages	9
Journal	Communications in Numerical Methods in Engineering
Volume	10
Issue number	10
DOIs	https://doi.org/10.1002/cnm.1640101002
State	Published - Oct 1994

ASJC Scopus subject areas

Software
Modeling and Simulation
General Engineering
Computational Theory and Mathematics
Applied Mathematics

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title = "Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements",

abstract = "The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach.",

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year = "1994",

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AU - Shabaik, Hosam E.Emara

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N2 - The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach.

AB - The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is carried out and questions of convergence and order of the method are also addressed. A numerical example is given to verify the validity of the approach.

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Approximate solution of the Fokker‐Planck‐Kolmogorov equation by finite elements

Abstract

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