RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 4, Pages 647–653 (Mi zvmmf9233)

This article is cited in 2 papers

On the substantiation of a projection method for the stationary Fokker–Planck equation

A. I. Noarov

Institute of Numerical Mathematics, Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119333 Russia

Abstract: A projection-type condition is discussed that is sufficient for the stationary Fokker–Planck equation $\Delta u-\operatorname{div}(u\mathbf f)=0$ to be solvable within a class of probability density functions. Based on existence theorems and estimates of positive solutions obtained by the author, a fairly large class of vector fields $\mathbf f$ satisfying this condition is proposed.

Key words: Fokker–Planck equation, diffusion process, invariant measure, estimates of positive solutions, numerical projection methods.

UDC: 519.676

Received: 28.01.2010


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:4, 602–608

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2026