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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive
Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 4, Pages 654–660 (Mi zvmmf9234)
This article is cited in 1 paper

Finite element solution of the Kolmogorov–Feller equation

N. A. Baranov, L. I. Turchak

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia

Abstract: For the Kolmogorov–Feller integro-differential equation, a solution method is proposed based on its finite-element approximation.

Key words: Kolmogorov–Feller integro-differential equation, finite element method.

UDC: 519.676

Received: 30.09.2010
Revised: 10.11.2010


 English version: Computational Mathematics and Mathematical Physics, 2011, 51:4, 609–615

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© Steklov Math. Inst. of RAS, 2024