Combined Hermite spectral-finite difference method for the Fokker-Planck equation

DOI10.1090/S0025-5718-01-01365-5zbMath1007.65068OpenAlexW2094866248MaRDI QIDQ3147173

Johnson C. M. Fok, Tao Tang, Ben-yu Guo

Publication date: 18 September 2002

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-01-01365-5

zbMATH Keywords

Fokker-Planck equationerror analysisfinite differencesHermite spectral methodCrank-Nicolson methods

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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