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Quasicontinuum Fokker-Planck equation

Francis J Alexander1, Philip Rosenau

  • 1Los Alamos National Laboratory, Los Alamos, New Mexico 87545, USA.

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|May 21, 2010
PubMed
Summary

This study introduces a regularized Fokker-Planck equation for discrete systems, offering improved short-time accuracy over the standard Kramers-Moyal expansion. This new method better preserves state-space discreteness and enhances analytical tractability for complex stochastic systems.

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