Journal of Jilin University Science Edition ›› 2022, Vol. 60 ›› Issue (6): 1301-1307.

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Finite Element Approximation to Periodic Solution in Distribution of Stochastic Differential Equation

YANG Xue1, HU Qingwan2, ZHOU Jinhui1   

  1. 1. College of Mathematics, Jilin University, Changchun 130012, China;
    2. School of Mathematics and Statistics, Qujing Normal University, Qujing 655011, Yunnan Province, China
  • Received:2022-06-27 Online:2022-11-26 Published:2022-11-26

Abstract: The finite element method was used to solve the probability density function with periodic properties to study the statistical properties of stochastic periodic solutions. We proved the integral conservation of the full space approximate solution and the spatial integral approximate conservation of the approximate solution truncated to a finite interval, and verified  the effectiveness of the method  by numerical experiments.

Key words: stochastic differential equation, stochastic periodic solution in distribution, Fokker-Planck equation, finite element method, approximate conservation

CLC Number: 

  • O242.21