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On the Optimization of Non-Negative Density Solutions of Stationary Fokker-Planck Equations

  1. Walter V. Wedig*

Article first published online: 5 NOV 2004

DOI: 10.1002/pamm.200410006

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PAMM

PAMM

Volume 4, Issue 1, pages 23–26, December 2004

Additional Information

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

Author Information

  1. Universität Karlsruhe, D-76128 Karlsruhe, Germany

*Phone: 0049 721 608 2658, Fax: 0049 721 608 6070

Publication History

  1. Issue published online: 5 NOV 2004
  2. Article first published online: 5 NOV 2004

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References

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    S. F. Wojtkiewicz, L. A. Bergman, E. A. Johnson, B. F. SpencerJr., M. C. Grigoriu, Stochastic Response to Additive Gaussian and Poission White Noises, in: Stochastic Structural Dynamics, Spencer & Johnson (eds), Balkema, Rotterdam, 53-60, (1999).
  • [2]
    U. v. Wagner & W. V. Wedig. On the Calculation of Stationary Solutions of Multi-Dimensional Fokker-Planck Equations by Orthogonal Functions, in: Nonlinear Dynamics 21, 3, 289-306, (2000).
  • [3]
    A. Naess & V. Moe, New Techniques for Path Integral Solution of the Random Vibration of Non-Linear Oscillators, in: Proceedings Icossar '97, Kyoto, Japan, Rotterdam, Balkema (1997).
  • [4]
    T. F. Coleman and Y. Li, A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on some of the Variables, Siam Journal on Optimization, 6, 4, 1040-1058, (1996).
  • [5]
    L. Arnold, Random Dynamical Systems, (Berlin, Springer, 1998).
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