Title of article :
Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function
Author/Authors :
Noei Khorshidi ، Meysam Department of Mathematics - Shahid Beheshti University , Arab Firoozjaee ، Mohammad Department of Mathematics - University of Science and Technology of Mazandaran
Abstract :
In this article, we have solved the Fokker-Planck Equation(FPE) by numerical method. For the approximate solution of this problem, we used of polynomial basis functions and the least squares method. The least squares method together with the satisfier function is used to transform the the FPE to the solution of equation systems. Also we debate the con- vergence of the presented technique. Then we consider illustrative examples to represent the applicability and validity of the this method.
Keywords :
Fokker , Planck equation , Least Squares method , Satisfier Function
Journal title :
Mathematical Analysis and Convex Optimization
Journal title :
Mathematical Analysis and Convex Optimization
