Abstract
In the first paragraphs of this report, the Fokker-Planck equation is presented using the presentation method due to S. 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 centred 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 Fokker-Planck equation. (author) [French] Dans les premiers paragraphes de ce rapport, l'equation de FOKKER-PLANCK est introduite en utilisant le mode d'expose de S. CHANDRASEKHAR. Puis, apres avoir rappele certaines methodes classiques de resolution, l'interpretation physique de ses differents termes nous conduit a une nouvelle methode d'etude qui repose sur l'utilisation des theoremes de CAMPBELL. On est ainsi conduit a la solution de l'equation sous forme
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Blaquiere, A
[1]
- Commissariat a l'Energie Atomique, Saclay (France). Centre d'Etudes Nucleaires
Citation Formats
Blaquiere, A.
Contribution to the study of the Fokker-planck equation; Contribution a l'etude de l'equation de Fokker-planck.
France: N. p.,
1963.
Web.
Blaquiere, A.
Contribution to the study of the Fokker-planck equation; Contribution a l'etude de l'equation de Fokker-planck.
France.
Blaquiere, A.
1963.
"Contribution to the study of the Fokker-planck equation; Contribution a l'etude de l'equation de Fokker-planck."
France.
@misc{etde_20804969,
title = {Contribution to the study of the Fokker-planck equation; Contribution a l'etude de l'equation de Fokker-planck}
author = {Blaquiere, A}
abstractNote = {In the first paragraphs of this report, the Fokker-Planck equation is presented using the presentation method due to S. 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 centred 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 Fokker-Planck equation. (author) [French] Dans les premiers paragraphes de ce rapport, l'equation de FOKKER-PLANCK est introduite en utilisant le mode d'expose de S. CHANDRASEKHAR. Puis, apres avoir rappele certaines methodes classiques de resolution, l'interpretation physique de ses differents termes nous conduit a une nouvelle methode d'etude qui repose sur l'utilisation des theoremes de CAMPBELL. On est ainsi conduit a la solution de l'equation sous forme integrale. Le noyau integral de la solution est une distribution normale centree. Enfin l'emploi de la transformation de LAPLACE conduit a une determination simple des parametres de ce noyau integral, et relie la theorie actuelle a la methode de la fonction caracteristique associee, utilisee en particulier dans le domaine des reacteurs nucleaires. Finalement cette methode permet le calcul des moments des differents ordres de la distribution de probabilites, sans passer par la resolution souvent laborieuse de l'equation de FOKKER-PLANCK. (auteur)}
place = {France}
year = {1963}
month = {Jul}
}
title = {Contribution to the study of the Fokker-planck equation; Contribution a l'etude de l'equation de Fokker-planck}
author = {Blaquiere, A}
abstractNote = {In the first paragraphs of this report, the Fokker-Planck equation is presented using the presentation method due to S. 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 centred 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 Fokker-Planck equation. (author) [French] Dans les premiers paragraphes de ce rapport, l'equation de FOKKER-PLANCK est introduite en utilisant le mode d'expose de S. CHANDRASEKHAR. Puis, apres avoir rappele certaines methodes classiques de resolution, l'interpretation physique de ses differents termes nous conduit a une nouvelle methode d'etude qui repose sur l'utilisation des theoremes de CAMPBELL. On est ainsi conduit a la solution de l'equation sous forme integrale. Le noyau integral de la solution est une distribution normale centree. Enfin l'emploi de la transformation de LAPLACE conduit a une determination simple des parametres de ce noyau integral, et relie la theorie actuelle a la methode de la fonction caracteristique associee, utilisee en particulier dans le domaine des reacteurs nucleaires. Finalement cette methode permet le calcul des moments des differents ordres de la distribution de probabilites, sans passer par la resolution souvent laborieuse de l'equation de FOKKER-PLANCK. (auteur)}
place = {France}
year = {1963}
month = {Jul}
}