Numerical solution of a simple Fokker-Planck equation

DOI10.1016/0168-9274(92)90006-YzbMath0756.65145OpenAlexW2068665007MaRDI QIDQ1192520

V. Vanaja

Publication date: 27 September 1992

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0168-9274(92)90006-y

zbMATH Keywords

convergencenumerical resultsfinite difference methodFokker-Planck equationiterative methoderror estimatebackward Euler method

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Applications to the sciences (65Z05)

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Cites Work

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