Premium
On the Optimization of Non‐Negative Density Solutions of Stationary Fokker‐Planck Equations
Author(s) -
Wedig Walter V.
Publication year - 2004
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200410006
Subject(s) - fokker–planck equation , planck , quadratic equation , quadratic programming , zero (linguistics) , mathematics , mathematical physics , physics , statistical physics , mathematical optimization , mathematical analysis , quantum mechanics , partial differential equation , philosophy , geometry , linguistics
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)