Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
DOI10.1007/s10543-022-00914-2OpenAlexW3134181220MaRDI QIDQ2100541
Gregor Gantner, Sonja Cox, Udo Boehm, Rob P. Stevenson
Publication date: 22 November 2022
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.04839
Fokker-Planck equationspace-time variational formulationparameter-dependent PDEsparse tensor product interpolationtime-dependent spatial domain
Numerical optimization and variational techniques (65K10) Smoothness and regularity of solutions to PDEs (35B65) Neural biology (92C20) Variational methods applied to PDEs (35A15) Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30) 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) Numerical interpolation (65D05) Heat kernel (35K08) Fokker-Planck equations (35Q84)
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