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- Zorzano, María PazDeutsehes Elektronen-Synchrotron (DESY) (author)
Numerical solution of two dimensional Fokker-Planck equations
- Article/chapterEnglish1999
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- Elsevier,1999
- printrdacarrier
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- LIBRIS-ID:oai:DiVA.org:ltu-67886
- https://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-67886URI
- https://doi.org/10.1016/S0096-3003(97)10161-8DOI
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- Language:English
- Summary in:English
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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 and genre
- TEKNIK OCH TEKNOLOGIER Maskinteknik Rymd- och flygteknik hsv//swe
- ENGINEERING AND TECHNOLOGY Mechanical Engineering Aerospace Engineering hsv//eng
- Atmosfärsvetenskap
- Atmospheric science
Added entries (persons, corporate bodies, meetings, titles ...)
- Mais, HelmutDeutsehes Elektronen-Synchrotron (DESY) (author)
- Vázquez, LuizDepartamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid (author)
- Deutsehes Elektronen-Synchrotron (DESY)Departamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid (creator_code:org_t)
Related titles
- In:Applied Mathematics and Computation: Elsevier98:2-3, s. 109-1170096-30031873-5649
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