Application of the infinite element method to solution of the Fokker-Planck equation

W. Yi, S. F. Wojtkiewicz, Lawrence Bergman, B. F. Spencer

Research output: Contribution to conferencePaperpeer-review

Abstract

Unbounded domains, encountered in many engineering problems, are also found in phase spaces associated with stochastic dynamical systems. In this paper, mapped infinite elements and exponential decay-type infinite elements are used to model the far-field solution arising in such problems. In one test example, solutions using finite and infinite elements are compared with the known analytical solution, and it is shown that excellent agreement can be achieved by the use of infinite element methods.

Original languageEnglish (US)
Pages685-688
Number of pages4
StatePublished - 1996
Externally publishedYes
EventProceedings of the 1996 11th Conference on Engineering Mechanics. Part 1 (of 2) - Fort Lauderdale, FL, USA
Duration: May 19 1996May 22 1996

Other

OtherProceedings of the 1996 11th Conference on Engineering Mechanics. Part 1 (of 2)
CityFort Lauderdale, FL, USA
Period5/19/965/22/96

ASJC Scopus subject areas

  • Civil and Structural Engineering
  • Architecture

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