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The Variational Formulation of the FokkerPlanck Equation
 SIAM J. Math. Anal
, 1999
"... The FokkerPlanck equation, or forward Kolmogorov equation, describes the evolution of the probability density for a stochastic process associated with an Ito stochastic differential equation. It pertains to a wide variety of timedependent systems in which randomness plays a role. In this paper, ..."
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Cited by 285 (22 self)
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, we are concerned with FokkerPlanck equations for which the drift term is given by the gradient of a potential. For a broad class of potentials, we construct a timediscrete, iterative variational scheme whose solutions converge to the solution of the FokkerPlanck equation. The major novelty
Numerical solution of the Fokker–Planck
"... equation propagation in tissues, for example. We derive first the numerical solution for the problem with constant coefficients. This inhomogeneities. It is an integral–partial differential equation. Analytical solutions are available only for ARTICLE IN PRESS www.elsevier.com/locate/jqsrt ..."
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equation propagation in tissues, for example. We derive first the numerical solution for the problem with constant coefficients. This inhomogeneities. It is an integral–partial differential equation. Analytical solutions are available only for ARTICLE IN PRESS www.elsevier.com/locate/jqsrt
FokkerPlanck and quasilinear codes
 Comp. Phys. Rep
, 1986
"... The interaction of radiofrequency waves with a plasma is described by a Fokker–Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed. ..."
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Cited by 2 (0 self)
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The interaction of radiofrequency waves with a plasma is described by a Fokker–Planck equation with an added quasilinear term. Methods for solving this equation on a computer are discussed.
Numerical Solution of the FokkerPlanck Approximation of the
, 2005
"... The chemical master equation (CME) describes the probability for the discrete molecular copy numbers that define the state of a chemical system. Each molecular species in the chemical model adds a dimension to the state space. The CME is a differencedifferential equation which can be solved numeric ..."
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numerically if the state space is truncated at an upper limit of the copy number in each dimension. The size of the truncated CME suffers from an exponential growth for an increasing number of chemical species. In this thesis the CME is approximated by a continuous FokkerPlanck equation (FPE) which makes
FOKKERPLANCK APPROXIMATION OF THE MASTER EQUATION IN MOLECULAR BIOLOGY
, 2005
"... The master equation of chemical reactions is solved by first approximating it by the FokkerPlanck equation. Then this equation is discretized in the state space and time by a finite volume method. The difference between the solution of the master equation and the discretized FokkerPlanck equation ..."
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Cited by 20 (6 self)
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The master equation of chemical reactions is solved by first approximating it by the FokkerPlanck equation. Then this equation is discretized in the state space and time by a finite volume method. The difference between the solution of the master equation and the discretized FokkerPlanck equation
Multipole expansions for the FokkerPlanck equation
"... We give a sequence of operators approximating the FokkerPlanckLandau collision operator. This sequence is obtained by aplying the fast multipole method based on the work by Greengard and Rocklin [17], and tends to the exact FokkerPlanckLandau operator with an arbitrary accuracy. These operators s ..."
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Cited by 4 (2 self)
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We give a sequence of operators approximating the FokkerPlanckLandau collision operator. This sequence is obtained by aplying the fast multipole method based on the work by Greengard and Rocklin [17], and tends to the exact FokkerPlanckLandau operator with an arbitrary accuracy. These operators
by FokkerPlanck Equations
, 2011
"... räumlich unbeschränkte und zeitlich auf die Dauer des Schutzrechts beschränkte einfache Recht ein, das ausgewählte Werk im Rahmen der unter ..."
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räumlich unbeschränkte und zeitlich auf die Dauer des Schutzrechts beschränkte einfache Recht ein, das ausgewählte Werk im Rahmen der unter
Results 1  10
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703,307