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Numerical solution ...
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Zorzano, María PazDeutsehes Elektronen-Synchrotron (DESY)
(author)
Numerical solution of two dimensional Fokker-Planck equations
- Article/chapterEnglish1999
Publisher, publication year, extent ...
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Elsevier,1999
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Numbers
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LIBRIS-ID:oai:DiVA.org:ltu-67886
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https://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-67886URI
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https://doi.org/10.1016/S0096-3003(97)10161-8DOI
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Language:English
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Summary in:English
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Subject category:ref swepub-contenttype
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Subject category:art swepub-publicationtype
Notes
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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.
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Mais, HelmutDeutsehes Elektronen-Synchrotron (DESY)
(author)
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Vázquez, LuizDepartamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid
(author)
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Deutsehes Elektronen-Synchrotron (DESY)Departamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid
(creator_code:org_t)
Related titles
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In:Applied Mathematics and Computation: Elsevier98:2-3, s. 109-1170096-30031873-5649
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