Transient Fokker-Planck-Kolmogorov equation solved with smoothed particle hydrodynamics method
نویسندگان
چکیده
منابع مشابه
Nonstationary invariant distributions and the hydrodynamics-style generalization of the Kolmogorov-forward/Fokker-Planck equation
The work deals with nonstationary invariant probability distributions of diffusion stochastic processes (DSPs). Few results on this topic are available, such as theoretical works of Il’in and Has’minskiı̆ and a recent more practical contribution of Mamontov and Willander. This is in a disproportion to an importance of nonstationary invariant DSPs which have a potentially wide application to the ...
متن کاملA structure preserving scheme for the Kolmogorov-Fokker-Planck equation
Article history: Received 11 March 2016 Received in revised form 4 November 2016 Accepted 5 November 2016 Available online 21 November 2016
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A meshless numerical technique is proposed for solving the generalized variable coefficient Schrodinger equation and Schrodinger-Boussinesq system with electromagnetic fields. The employed meshless technique is based on a generalized smoothed particle hydrodynamics (SPH) approach. The spatial direction has been discretized with the generalized SPH technique. Thus, we obtain a system of ordinary...
متن کاملApplications of the Smoothed Particle Hydrodynamics method
Smoothed Particle Hydrodynamics SPH is a meshless Lagrangian parti cle method for solving a system of hydrodynamic equations for compressible uids SPH is especially suited for problems with free boundaries a commonplace situation in as trophysics Rather than solving the equations on a grid the equations are solved at the positions of the so called particles each representing a mass packet with ...
متن کاملThe Fokker-Planck equation
In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...
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ژورنال
عنوان ژورنال: International Journal for Numerical Methods in Engineering
سال: 2013
ISSN: 0029-5981
DOI: 10.1002/nme.4461