Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System

Figure 1

The comparison between numerical solution and exact solution.

(a) 𝑝_𝑗(𝑥,0)

(b) 𝑝_𝑗(0,𝑦)

(c) 𝑝_𝑗𝑒(𝑥,0)−𝑝_𝑗(𝑥,0)

(d) 𝑝_𝑗𝑒(0,𝑦)−𝑝_𝑗(0,𝑦)