An efficient algorithm based on Haar wavelets for numerical simulation of Fokker-Planck equations with constants and variable coefficients
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Publication:2967237
DOI10.1108/HFF-03-2014-0084zbMath1357.65194MaRDI QIDQ2967237
Publication date: 28 February 2017
Published in: International Journal of Numerical Methods for Heat & Fluid Flow (Search for Journal in Brave)
Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Fokker-Planck equations (35Q84)
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