Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations

DOI10.1088/0253-6102/69/5/519zbMath1402.65127OpenAlexW2804157319MaRDI QIDQ4558093

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Publication date: 21 November 2018

Published in: Communications in Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0253-6102/69/5/519

zbMATH Keywords

Fokker-Planck equationsCrank-Nicolson techniquegeneralized Lagrange functionsgeneralized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation

Mathematics Subject Classification ID

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) Fokker-Planck equations (35Q84)

Related Items (6)

Unnamed Item ⋮ A space-time spectral method for multi-dimensional Sobolev equations ⋮ An effective numerical simulation for solving a class of Fokker–Planck equations using Laguerre wavelet method ⋮ Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach ⋮ Analytical solutions for solving unsteady flow of gas through a porous medium by using auxiliary functions method ⋮ Numerical solution of non-linear partial differential equation for porous media using operational matrices

Cites Work

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