Approximation closure method of FPK equations

Haiwu Rong; Xiangdong Wang; Guang Meng; Wei Xu; Tong Fang

doi:10.1016/S0022-460X(03)00091-9

Approximation closure method of FPK equations

Haiwu Rong
, Xiangdong Wang
, Guang Meng
, Wei Xu
, Tong Fang

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

An approximation closure method for Fokker-Planck-Kolmogorov (FPK) equations was presented. The approximate probability density function (PDF) was assumed to be an exponential function of a polynomial in the state variables. Numerical calculations showed that the new arithmetic was suitable for strongly non-linear systems, and could even produce exact solutions of the FPK equations in some cases.

Original language	English
Pages (from-to)	919-925
Number of pages	7
Journal	Journal of Sound and Vibration
Volume	266
Issue number	4
DOIs	https://doi.org/10.1016/S0022-460X(03)00091-9
State	Published - 25 Sep 2003

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10.1016/S0022-460X(03)00091-9

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title = "Approximation closure method of FPK equations",

abstract = "An approximation closure method for Fokker-Planck-Kolmogorov (FPK) equations was presented. The approximate probability density function (PDF) was assumed to be an exponential function of a polynomial in the state variables. Numerical calculations showed that the new arithmetic was suitable for strongly non-linear systems, and could even produce exact solutions of the FPK equations in some cases.",

author = "Haiwu Rong and Xiangdong Wang and Guang Meng and Wei Xu and Tong Fang",

year = "2003",

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T1 - Approximation closure method of FPK equations

AU - Rong, Haiwu

AU - Wang, Xiangdong

AU - Meng, Guang

AU - Xu, Wei

AU - Fang, Tong

PY - 2003/9/25

Y1 - 2003/9/25

N2 - An approximation closure method for Fokker-Planck-Kolmogorov (FPK) equations was presented. The approximate probability density function (PDF) was assumed to be an exponential function of a polynomial in the state variables. Numerical calculations showed that the new arithmetic was suitable for strongly non-linear systems, and could even produce exact solutions of the FPK equations in some cases.

AB - An approximation closure method for Fokker-Planck-Kolmogorov (FPK) equations was presented. The approximate probability density function (PDF) was assumed to be an exponential function of a polynomial in the state variables. Numerical calculations showed that the new arithmetic was suitable for strongly non-linear systems, and could even produce exact solutions of the FPK equations in some cases.

UR - https://www.scopus.com/pages/publications/0141717634

U2 - 10.1016/S0022-460X(03)00091-9

DO - 10.1016/S0022-460X(03)00091-9

M3 - 文章

AN - SCOPUS:0141717634

SN - 0022-460X

VL - 266

SP - 919

EP - 925

JO - Journal of Sound and Vibration

JF - Journal of Sound and Vibration

IS - 4

ER -

Approximation closure method of FPK equations

Abstract

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