Fokker-Planck Equation for the Density of a Diffusion Process in a Regular Open Set - École des Ponts ParisTech
Journal Articles Comptes rendus de l'Académie des sciences. Série I, Mathématique Year : 1995

Fokker-Planck Equation for the Density of a Diffusion Process in a Regular Open Set

Jp Chancelier
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Mc Delara
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F. Pacard
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Abstract

To give physical meaning to the boundary conditions of parabolic partial differential equation, we introduce a diffusion process in some open set, with different boundary conditions (elastic or non-elastic reflection, stopping) and we give the equation satisfied by the density.

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Environmental Sciences

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Submitted on : Tuesday, January 22, 2013-5:10:06 PM

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hal-00779874 , version 1 (22-01-2013)

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  • HAL Id : hal-00779874 , version 1

Cite

Jp Chancelier, Mc Delara, F. Pacard. Fokker-Planck Equation for the Density of a Diffusion Process in a Regular Open Set. Comptes rendus de l'Académie des sciences. Série I, Mathématique, 1995, 321 (9), pp.1251-1256. ⟨hal-00779874⟩

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