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Numerical solution of two dimensional Fokker-Planck equations
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- Zorzano, María Paz (author)
- Deutsehes Elektronen-Synchrotron (DESY)
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- Mais, Helmut (author)
- Deutsehes Elektronen-Synchrotron (DESY)
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- Vázquez, Luiz (author)
- Departamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid
- (creator_code:org_t)
- Elsevier, 1999
- 1999
- English.
- In: Applied Mathematics and Computation. - : Elsevier. - 0096-3003 .- 1873-5649. ; 98:2-3, s. 109-117
- Journal article (peer-reviewed)
Abstract
Subject headings
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- We present a robust finite difference scheme for the integration of the Fokker-Planck (FP) equation with two variables plus time. The scheme is checked with problems where analytical solutions exist and it is compared with finite element codes, as well as with simulations of the associated Stochastic Differential Equation (SDE). The precision and stability of the scheme are verified.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Maskinteknik -- Rymd- och flygteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Mechanical Engineering -- Aerospace Engineering (hsv//eng)
Keyword
- Atmosfärsvetenskap
- Atmospheric science
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- art (subject category)
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- Luleå University of Technology
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