Some computational methods for the Fokker-Planck equation

DOI10.1007/s40819-022-01462-7OpenAlexW4297060867MaRDI QIDQ2101335

Ashish Awasthi, A. S. Neena, Dominic P. Clemence Mkhope

Publication date: 5 December 2022

Published in: International Journal of Applied and Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40819-022-01462-7

zbMATH Keywords

Fokker-Planck equationCrank-Nicolson schemeimplicit Euler schemebackward Kolmogorov equationsemi-implicit Euler schemelinear FPEnonlinear FPE

Mathematics Subject Classification ID

Brownian motion (60J65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for boundary value problems involving PDEs (65N06) Positive solutions to PDEs (35B09) Fokker-Planck equations (35Q84)

Cites Work

• Unnamed Item
• Unnamed Item
• Application of the Adomian decomposition method for the Fokker-Planck equation
• Numerical solution of two-dimensional Fokker-Planck equations
• The homotopy perturbation method for nonlinear oscillators with discontinuities.
• The Fokker-Planck equation. Methods of solutions and applications.
• Numerical solution for Fokker-Planck equations in accelerators
• Two-level difference scheme for the two-dimensional Fokker-Planck equation
• A new approach for solving multi variable orders differential equations with Mittag-Leffler kernel
• Unconditionally stable C¹-cubic spline collocation method for solving parabolic equations
• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• Discrete ordinate solution of a Fokker-Planck equation in laser physics
• Numerical Solution of an Ionic Fokker--Planck Equation with Electronic Temperature
• Nonstandard Finite Difference Schemes
• The use of He's variational iteration method for solving a Fokker–Planck equation
• Numerical Solution of the Fokker–Planck Equation by Finite Difference and Finite Element Methods—A Comparative Study
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Positivity-preserving and energy-dissipative finite difference schemes for the Fokker–Planck and Keller–Segel equations

This page was built for publication: Some computational methods for the Fokker-Planck equation