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On the Optimization of Non-Negative Density Solutions of Stationary Fokker-Planck Equations
Article first published online: 5 NOV 2004
DOI: 10.1002/pamm.200410006
Copyright © 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
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How to Cite
Wedig, W. V. (2004), On the Optimization of Non-Negative Density Solutions of Stationary Fokker-Planck Equations. Proc. Appl. Math. Mech., 4: 23–26. doi: 10.1002/pamm.200410006
Publication History
- Issue published online: 5 NOV 2004
- Article first published online: 5 NOV 2004
- Abstract
- References
- Cited By
Abstract
Classical solution methods of Fokker-Planck equations (see e.g. [1], [2], [3]) lead to negative densities at least in the tales where the density solutions strongly approach zero. To avoid these inconsistencies the paper proposes to apply central differences schemes in combination with large-scaled quadratic optimization programming [4]. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)