Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (Q890257)
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scientific article; zbMATH DE number 6506563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations |
scientific article; zbMATH DE number 6506563 |
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Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (English)
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10 November 2015
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Fokker-Planck equation
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finite-difference discretization
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accuracy and stability analysis
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