使用正交配位法数值求解福克-普朗克方程

W. J. Lima, Fran Sérgio Lobato
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引用次数: 0

摘要

本研究旨在提出一种利用正交定位法求解福克-普朗克方程的数值方法。在这种方法中,通过空间变量的离散化,由偏微分方程表示的原始问题被改写为初值方程组。利用 Runge-Kutta-Fehlberg 方法对得到的系统进行积分。建议的方法被应用于三个案例研究,并提出了分析解决方案。所获得的结果表明,所提出的方法是解决这类问题的良好选择:福克-普朗克方程 正交配位 数值方法
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Numerical Solution of the Fokker-Planck Equation Using Orthogonal Collocation
This study aims to propose a numerical methodology to solve the Fokker-Planck Equation using the Orthogonal Collocation Method. In this approach, the original problem, represented by a partial differential equation, is rewritten as a system of initial value equations via discretization of spatial variable. The resulting system is integrated considering the Runge-Kutta-Fehlberg Method. The proposed methodology is applied in three case studies that presented an analytical solution. The obtained results demonstrate that the proposed approach is a good alternative for solving this class of problems. Keywords: Fokker-Planck Equation, Orthogonal Collocation, Numerical Method.
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