An Particle Tracing Scheme for Fokker-Planck Equation in Finite Analytic/Monte Carlo Methods
Fokker-Planck方程有限解析/Monte Carlo数值模拟方法

Fokker-Planck equation for Stochastic system with white noise is reduced to velocity state vector, and the analytic solution of the reduced Fokker-Planck equation is obtained. The hybrid scheme in Finite Analytic/Monte Carlo methods is developed to simulate constant parameters complete Fokker-Planck equation and complete Fokker-Planck equation with variable F(X). It is shown that the results obtained from the numerical algorthm are in good agrement with the analytic solutions, and that the simulating PDF is smoothed when calculated particles number is 105, and the simulating average moments are about to analytic solutions when calculated particles number is 300. This work described here is first part of a long-term study in pursuit of a new simulating scheme for two-phase flows.