Accurate and efficient solution of distributed dynamical system models

Efficient and accurate methods for numerical simulation of time evolution of distributed dynamical systems are presented and discussed. As case example, stochastic models based on the Fokker-Planck equation are considered, describing the evolution of the probability density function (PDF) of the state variables. Unlike most of the methods presented so far, the proposed methods fulfill the normalization and positivity conditions for the PDF even for very small values of the model diffusivities. Hence, the methods appear to be suitable for simulating chemical distributed process systems.