Fokker-Plank-Kolmogorov equation

The Similarity between the Fokker-Plank-Kolmogorov Equation and the Property Transport Equation... 

The applications of the stochastic theory in chemical engineering have been very large and significant [4.5-4.7, 4.49-4.59, 4.69-4.78]. Generally speaking, we can assert that each chemical engineering operation can be characterized vdth stochastic models. If we observe the property transport equation, we can notice that the convection and diffusion terms practically correspond with the movement and diffusion terms of the Fokker-Plank-Kolmogorov equation (see for instance Section 4.5) [4.79]. 

Chapter 4 is devoted to the description of stochastic mathematical modelling and the methods used to solve these models such as analytical, asymptotic or numerical methods. The evolution of processes is then analyzed by using different concepts, theories and methods. The concept of Markov chains or of complete connected chains, probability balance, the similarity between the Fokker-Plank-Kolmogorov equation and the property transport equation, and the stochastic differential equation systems are presented as the basic elements of stochastic process modelling. Mathematical models of the application of continuous and discrete polystochastic processes to chemical engineering processes are discussed. They include liquid and gas flow in a column with a mobile packed bed, mechanical stirring of a liquid in a tank, solid motion in a liquid fluidized bed, species movement and transfer in a porous media. Deep bed filtration and heat exchanger dynamics are also analyzed. 

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