用matlab求解FPK方程,有限差分法求解FPK方程（Fokker Planck Kolmogorov equation）-MATLAB编程 - 计算模拟 - 小木虫 - 学术 科研 互动社区...

CODE:

program main

! By onesupeng at SEIT@UNSW Canberra

! Aug 07 2014 (CST)

! This program is designed to solve the following equations by FDM

! \partial F/\partial t= L(F)

! F^{(1)}=F^n+dt*L(F^n); F^{(2)}=3/4*F^n+1/4*F^{(1)}+1/4*dt*L(F^{(1)}); F^{n+1}=1/3F^n+2/3*F^{(2)}+2/3*dt*L(F^{(2)})

! The spatial terms are discretized by second-order FDM

!

!=====

implicit none

!=====

! The number of point on the computational region

integer, parameter::N=101

real*8::u(N),v(N),u0(N),V0(n),u1(n),v1(n),u2(n),v2(n),u3(n),v3(n)

real*8::x(N),dxxdu(N),d4xdu(N),d4xdu0(N)

real*8:I

real*8::dx,dt,time

real*8::FF

real*8::kk,bb,NN(2),delta0,mu0

integer::i,nstep

PI=4.0*atan(1.0)

dx=(0.1-