Numerical determination of frequency distribution function for 2D Fokker-Planck equation

Author

Kritski, O.L.

Author_Institution

Dept. of Higher Math. & Math. Phys., Tomsk Polytech. Univ., Russia

fYear

2005

fDate

26 June-2 July 2005

Firstpage

72

Lastpage

75

Abstract

In this paper a numerical determination of frequency distribution function for Fokker-Planck equation is considered. To do this, the new iterative method was constructed and applied to the parabolic equation with boundary conditions of first kind (at least one particle reaching the frontier of domain). The strength and powerful of proposed method are that the new factors as time dependence and fluctuation matrix took into account. These factors change the structure of numerical algorithm significantly. Algorithm is written in a matrix form. The theorem proving the convergence and stability of iterative process is added.

Keywords

Fokker-Planck equation; boundary-value problems; iterative methods; numerical stability; parabolic equations; partial differential equations; 2D Fokker-Planck equation; boundary conditions; convergence; fluctuation matrix; frequency distribution function; iterative method; numerical algorithm; parabolic equation; stability; theorem proving; time dependence; Boundary conditions; Convergence; Differential equations; Distribution functions; Fluctuations; Frequency; Iterative algorithms; Iterative methods; Stochastic processes; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Science and Technology, 2005. KORUS 2005. Proceedings. The 9th Russian-Korean International Symposium on

Print_ISBN

0-7803-8943-3

Type

conf

DOI

10.1109/KORUS.2005.1507646

Filename

1507646