This paper presents an application of multi-scale finite element methods to the solution of the multi-dimensional Fokker–Planck equation. The Fokker–Planck, or forward Kolmogorov, equation is a degenerate convective–diffusion equation arising in Markov-Process theory. It governs the evolution of the transition probability density function of the response of a broad class of dynamical systems dr...

The present Note establishes the self-averaging, radiative transfer limit for the two-frequency Wigner distribution for classical waves in random media. Depending on the ratio of the wavelength to the correlation length the limiting equation is either a Boltzmann-like integral equation or a Fokker–Planck-like differential equation in the phase space. The limiting equation is used to estimate th...