| Fokker—Planck方程数值解法的局域修正方案 |
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| 引用本文： | 林建恒,卢志恒.Fokker—Planck方程数值解法的局域修正方案[J].北京师范大学学报(自然科学版),1992,28(4):497-501. |
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| 作者姓名： | 林建恒 卢志恒 |
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| 作者单位： | 北京师范大学物理系，北京师范大学物理系 100875 北京新外大街，100875 北京新外大街 |
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| 摘 要： | 为解决应用矩阵连分法求解小扩散系数的Fokker-Planck方程(FPE)所遇到的发散困难,在应用有限差分法对方程进行离散化的过程中,引入了局域修正方案,并给出了具体的计算方法。还举例说明该方法在求解随机共振问题的FPE等方面的应用。
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| 关 键 词： | 有限差分法 F－P方程 数值解 |
THE LOCAL MODIFICATION SCHEME OF FINITE DIFFERENCE METHOD USED TO NUMERICAL SOLUTION OF FOKKER-PLANCK EQUATION |
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| Lin Jianheng Lu Zhiheng.THE LOCAL MODIFICATION SCHEME OF FINITE DIFFERENCE METHOD USED TO NUMERICAL SOLUTION OF FOKKER-PLANCK EQUATION[J].Journal of Beijing Normal University(Natural Science),1992,28(4):497-501. |
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| Authors: | Lin Jianheng Lu Zhiheng |
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| Abstract: | In order to overcome the divergence difficulty in the process of solving Fokker-Planck Equation (FPE) in small diffusion coefficient case which occurs in matrix continued fraction method. A local modification scheme is introduced in the context in the process of discretization of FPE by finite difference method. The algorithm is given as well. The application of this method is illustrated by the example for solving FPE in stochastic resonance problom. |
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| Keywords: | Fokker-Planck equation stochastic fluctuation finite difference method |
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