In this article, we have solved the Fokker-Planck Equation(FPE) by numerical method. For the approximate solution of this problem, we used of polynomial basis functions and the least squares method. The least squares method together with the satisfier function are used to transform the the FPE to the solution of equation systems. Also, we debate the convergence of the presented technique. Then we consider illustrative examples to represent the applicability and validity of this method.
KHORSHIDI,M. N. and Firoozjaee,M. A. (2023). Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function. Mathematical Analysis and Convex Optimization, 4(1), 69-78. doi: 10.22034/maco.4.1.6
MLA
KHORSHIDI,M. N. , and Firoozjaee,M. A. . "Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function", Mathematical Analysis and Convex Optimization, 4, 1, 2023, 69-78. doi: 10.22034/maco.4.1.6
HARVARD
KHORSHIDI M. N., Firoozjaee M. A. (2023). 'Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function', Mathematical Analysis and Convex Optimization, 4(1), pp. 69-78. doi: 10.22034/maco.4.1.6
CHICAGO
M. N. KHORSHIDI and M. A. Firoozjaee, "Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function," Mathematical Analysis and Convex Optimization, 4 1 (2023): 69-78, doi: 10.22034/maco.4.1.6
VANCOUVER
KHORSHIDI M. N., Firoozjaee M. A. Numerical Solution of Fokker-Planck Equation Using the Least Squares Method with Satisfier Function. MACO, 2023; 4(1): 69-78. doi: 10.22034/maco.4.1.6
Mathematical Analysis and Convex Optimization