Search results for "Fokker Planck"

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The moment equation closure method revisited through the use of complex fractional moments

2015

In this paper the solution of the Fokker Planck (FPK) equation in terms of (complex) fractional moments is presented. It is shown that by using concepts coming from fractional calculus, complex Mellin transform and related ones the probability density function response of nonlinear systems may be written in discretized form in terms of complex fractional moment not requiring a closure scheme.

Fokker PlanckMoment equationsFokker Planck equationCalculationMathematical transformationFractional calculuFractional momentMellin transformProbability
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Fokker Planck equation solved in terms of complex fractional moments

2014

Abstract In this paper the solution of the Fokker Planck (FPK) equation in terms of (complex) fractional moments is presented. It is shown that by using concepts coming from fractional calculus, complex Mellin transform and related ones, the solution of the FPK equation in terms of a finite number of complex moments may be easily found. It is shown that the probability density function (PDF) solution of the FPK equation is restored in the whole domain, including the trend at infinity with the exception of the value of the PDF in zero.

Mellin transformMechanical Engineeringmedia_common.quotation_subjectFokker Planck equationMathematical analysisZero (complex analysis)Aerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionComplex fractional momentCondensed Matter PhysicsInfinityDomain (mathematical analysis)Fractional calculusNuclear Energy and EngineeringFokker–Planck equationFinite setMellin transformRiesz fractional integrals.Civil and Structural EngineeringMathematicsmedia_commonProbabilistic Engineering Mechanics
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