Efficient Solution of Fokker–Planck Equations in Two Dimensions

Finite element analysis (FEA) of the Fokker–Planck equation governing the nonstationary joint probability density function of the responses of a dynamical system produces a large set of ordinary differential equations, and computations become impractical for systems with as few as four states. Nonet...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Donald Michael McFarland, Fei Ye, Chao Zong, Rui Zhu, Tao Han, Hangyu Fu, Lawrence A. Bergman, Huancai Lu
Format:	Article
Language:	English
Published:	MDPI AG 2025-01-01
Subjects:	Fokker–Planck equation finite element analysis dimension reduction operator splitting
Online Access:	https://www.mdpi.com/2227-7390/13/3/491