A Fokker-Planck type approximation of parabolic PDEs with oblique boundary data

DOI10.1090/tran/6521zbMath1372.35158arXiv1403.2778OpenAlexW1616108595MaRDI QIDQ2790713

Damon Alexander, Inwon Christina Kim

Publication date: 8 March 2016

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.2778

zbMATH Keywords

Fokker-Planck equationboundary dataapproximation by extensionquasilinear parabolic partial differential equaiton

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Second-order parabolic equations (35K10) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) Quasilinear parabolic equations (35K59) Fokker-Planck equations (35Q84)

Related Items

The role of a strong confining potential in a nonlinear Fokker-Planck equation

Cites Work

• Parabolic equations with measurable coefficients
• Elliptic partial differential equations of second order
• On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations
• Stochastic differential equations with reflecting boundary conditions
• Nonlinear Oblique Boundary Value Problems for Nonlinear Elliptic Equations
• Elliptic Differential Equations with Coefficients Measurable with Respect to One Variable and VMO with Respect to the Others
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