Abstract
A system of ordinary differential equations describing a stationary distribution of a Markov process with the phase space R × {1, 2, …, M} is considered. The finite element method is proposed for calculation of its solution as a probability density.
References
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Articles in the same Issue
- Frontmatter
- Efficient projection method for a system of differential equations of Fokker−Planck type
- Two variants of Monte Carlo projection method for numerical solution of nonlinear Boltzmann equation
- Subgrid modelling of convective diffusion in a multiscale random medium
- Solution method for underdetermined systems of nonlinear equations
- Boundary least squares method with three-dimensional harmonic basis of higher order for solving linear div-curl systems with Dirichlet conditions
Articles in the same Issue
- Frontmatter
- Efficient projection method for a system of differential equations of Fokker−Planck type
- Two variants of Monte Carlo projection method for numerical solution of nonlinear Boltzmann equation
- Subgrid modelling of convective diffusion in a multiscale random medium
- Solution method for underdetermined systems of nonlinear equations
- Boundary least squares method with three-dimensional harmonic basis of higher order for solving linear div-curl systems with Dirichlet conditions