Numerical determination of Frequency distribution function for 2d fokker-planck equation

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 put in.

Original languageEnglish
Title of host publicationProceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005
Pages72-75
Number of pages4
Volume1
DOIs
Publication statusPublished - 2005
Event9th Russian-Korean International Symposium on Science and Technology, KORUS-2005 - Novosibirsk, Russian Federation
Duration: 26 Jun 20052 Jul 2005

Other

Other9th Russian-Korean International Symposium on Science and Technology, KORUS-2005
CountryRussian Federation
CityNovosibirsk
Period26.6.052.7.05

Fingerprint

Fokker Planck equation
Probability density function
Distribution functions
Theorem proving
Iterative methods
Boundary conditions

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Kritski, O. L. (2005). Numerical determination of Frequency distribution function for 2d fokker-planck equation. In Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005 (Vol. 1, pp. 72-75). [1507646] https://doi.org/10.1109/KORUS.2005.1507646

Numerical determination of Frequency distribution function for 2d fokker-planck equation. / Kritski, O. L.

Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005. Vol. 1 2005. p. 72-75 1507646.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Kritski, OL 2005, Numerical determination of Frequency distribution function for 2d fokker-planck equation. in Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005. vol. 1, 1507646, pp. 72-75, 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005, Novosibirsk, Russian Federation, 26.6.05. https://doi.org/10.1109/KORUS.2005.1507646
Kritski OL. Numerical determination of Frequency distribution function for 2d fokker-planck equation. In Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005. Vol. 1. 2005. p. 72-75. 1507646 https://doi.org/10.1109/KORUS.2005.1507646
Kritski, O. L. / Numerical determination of Frequency distribution function for 2d fokker-planck equation. Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005. Vol. 1 2005. pp. 72-75
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