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A general numerical solution method for Fokker-Planck equations with applications to structural reliability

Numerical AnalysisMethod Of Fundamental SolutionNumerical ComputationEngineeringPhysicsNatural SciencesNumerical SimulationStructural ReliabilityNonlinear Hyperbolic ProblemComputational MechanicsFokker-planck EquationsBoundary Element MethodNumerical Method For Partial Differential EquationMultiscale Modeling