Question
Use a finite-differences approximation to the FPK equation for the stochastic model given in the following Equation d x = s i n ( x
Use a finite-differences approximation to the FPK equation for the stochastic model given in the following Equationdx=sin(x)dt+d (a) Select the same basis as in Example 9.20 and write out the evolution equation. (b) Solve it numerically and sketch the evolution of the probability density with a suitably chosen initial condition. Com
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Thermodynamics An Interactive Approach
Authors: Subrata Bhattacharjee
1st edition
130351172, 978-0130351173
