Dimension-reduction of FPK equation via equivalent drift coefficient

Dimension-reduction of FPK equation via equivalent drift coefficient

The Fokker—Planck—Kolmogorov (FPK) equation plays an essential role in nonlinear stochastic dynamics. However, neither analytical nor numerical solution is available as yet to FPK equations for high-dimensional systems. In the present paper, the dimension reduction of FPK equation for systems excite...

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Bibliographic Details
Main Authors: Jianbing Chen, Peihui Lin
Format: Article
Language:English
Published: Elsevier 2014-01-01
Series:Theoretical and Applied Mechanics Letters
Subjects:
FPK equation
drift coefficient
probability density evolution method
flux of probability
nonlinear systems
Online Access:http://www.sciencedirect.com/science/article/pii/S2095034915302841

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http://www.sciencedirect.com/science/article/pii/S2095034915302841

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