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Efficient projection method for a system of differential equations of Fokker−Planck type by Alexander I. Noarov is a scholarly article available to read on EtoBox.

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## Abstract A system of ordinary differential equations describing a stationary distribution of a Markov process with the phase space R × {1, 2, ..., __M__} is considered. The finite element method is proposed for calculation of its solution as a probability density.

Author

Alexander I. Noarov

Publisher

Walter de Gruyter GmbH

Published

2019

Language

EN