Contribution to the Study of the Fokker-Planck Equation; CONTRIBUTION A L'ETUDE DE L'EQUATION DE FOKKER-PLANCK

Technical Report · Tue Jan 01 04:00:00 EST 1963

OSTI ID:4694145

Blaquiere, A

The Fokker-Planck equation is presented using the method of Chandrasekhar. Certain conventional resolution methods are given, and then a consideration of the physical interpretation of its various terms leads to a new study method based on the use of Campbell's theorems. This gives a solution to the equation in an integral form. The integral kernel of the solution is a normal centered distribution. Finally, the use of the Laplace transformation leads to a simple determination of the parameters of this integral kernel and connects the present theory to the characteristic function method used in particular in the field of nuclear reactors. The method also makes it possible to calculate the moments of the different orders of the probability distribution without the necessity of solving the FOKKERPLANCK equation. (auth)

• Research Organization: France. Institut National des Sciences et Techniques Nucleaires, Paris
• NSA Number: NSA-17-029242
• OSTI ID: 4694145
• Report Number(s): CEA-2275
• Country of Publication: France
• Language: English

Related Subjects

CAMPBELL THEOREM
DIFFERENTIAL EQUATIONS
DISTRIBUTION
FOKKER- PLANCK EQUATION
INTEGRALS
LAPLACE TRANSFORM
MATHEMATICS
MATHEMATICS AND COMPUTERS
NEUTRONS
PROBABILITY
REACTORS
STATISTICS
TRANSPORT THEORY
WICK-CHANDRASEKHAR METHOD