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Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System
Author
Source
Advances in Mathematical Physics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-27
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
The Fokker-Planck-Kolmogorov (FPK) equation governs the probability density function (p.d.f.) of the dynamic response of a particular class of linear or nonlinear system to random excitation.
An interval wavelet numerical method (IWNM) for nonlinear random systems is proposed using interval Shannon-Gabor wavelet interpolation operator.
An FPK equation for nonlinear oscillators and a time fractional Fokker-Planck equation are taken as examples to illustrate its effectiveness and efficiency.
Compared with the common wavelet collocation methods, IWNM can decrease the boundary effect greatly.
Compared with the finite difference method for the time fractional Fokker-Planck equation, IWNM can improve the calculation precision evidently.
American Psychological Association (APA)
Liu, Li-wei. 2013. Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System. Advances in Mathematical Physics،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-488303
Modern Language Association (MLA)
Liu, Li-wei. Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System. Advances in Mathematical Physics No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-488303
American Medical Association (AMA)
Liu, Li-wei. Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System. Advances in Mathematical Physics. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-488303
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-488303