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Fokker-Planck equation resolution for N variables-Application examples; Aplicaciones del programa CHAPKOL para la resolucin de ecuaciones Fokker-Plank en N variables

Technical Report:

Abstract

A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic ``Fokker-Planck`` equations in one or several dimensions by using the Chapman-Kolmogorov integral. This method calculates the probability distribution at a time t+dt from a distribution given at time t through a convolution integral in which the integrant is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases.
Publication Date:
Dec 31, 1994
Product Type:
Technical Report
Report Number:
CIEMAT-744
Reference Number:
SCA: 990200; PA: SPN-94:0B0823; EDB-95:011671; SN: 95001297673
Resource Relation:
Other Information: PBD: 1994
Subject:
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; FOKKER-PLANCK EQUATION; NUMERICAL SOLUTION; MANY-DIMENSIONAL CALCULATIONS; COMPUTER CODES; CHAPMAN-KOLMOGOROV EQUATION; FORTRAN; PROGRAMMING; GREEN FUNCTION; 990200; MATHEMATICS AND COMPUTERS
OSTI ID:
10102663
Research Organizations:
No corporate text available (Country unknown/Code not available)
Country of Origin:
Spain
Language:
Spanish
Other Identifying Numbers:
Other: ON: DE95722438; TRN: ES94B0823
Availability:
OSTI; NTIS; INIS
Submitting Site:
INIS
Size:
350 p.
Announcement Date:
Jun 30, 2005

Technical Report:

Citation Formats

Muoz Roldan, A, and Garcia-Olivares, A. Fokker-Planck equation resolution for N variables-Application examples; Aplicaciones del programa CHAPKOL para la resolucin de ecuaciones Fokker-Plank en N variables. Spain: N. p., 1994. Web.
Muoz Roldan, A, & Garcia-Olivares, A. Fokker-Planck equation resolution for N variables-Application examples; Aplicaciones del programa CHAPKOL para la resolucin de ecuaciones Fokker-Plank en N variables. Spain.
Muoz Roldan, A, and Garcia-Olivares, A. 1994. "Fokker-Planck equation resolution for N variables-Application examples; Aplicaciones del programa CHAPKOL para la resolucin de ecuaciones Fokker-Plank en N variables." Spain.
@misc{etde_10102663,
title = {Fokker-Planck equation resolution for N variables-Application examples; Aplicaciones del programa CHAPKOL para la resolucin de ecuaciones Fokker-Plank en N variables}
author = {Muoz Roldan, A, and Garcia-Olivares, A}
abstractNote = {A set of problems which are reducible to Fokker-Planck equations are presented. Those problems have been solved by using the CHAPKOL library. This library of programs solves stochastic ``Fokker-Planck`` equations in one or several dimensions by using the Chapman-Kolmogorov integral. This method calculates the probability distribution at a time t+dt from a distribution given at time t through a convolution integral in which the integrant is the product of the distribution function at time t and the Green function of the Fokker-Planck equation. The method have some numerical advantages when compared with finite differences algorithms. The accuracy of the method is analysed in several specific cases.}
place = {Spain}
year = {1994}
month = {Dec}
}