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.
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}
}
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}
}