New fast accurately conservative scheme for solving numerically the time-dependent isotropic Fokker-Planck equation

DOI10.1016/j.cpc.2017.07.004zbMath1411.35252OpenAlexW2734569523MaRDI QIDQ1737446

Joëlle Margot, François Vidal, Charlotte Boukandou-Mombo, Jean-Pierre Matte, Jonathan Claustre, Hassan Bakrim

Publication date: 23 April 2019

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2017.07.004

zbMATH Keywords

Fokker-Planck equationpositivityfinite differencesnumerical stabilityiterative solutionconservative schemeentropy property

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) Fokker-Planck equations (35Q84)

Cites Work

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