A semi-Lagrangian method for 3-D Fokker Planck equations for stochastic dynamical systems on the sphere

DOI10.1007/s10915-014-9835-zzbMath1307.65012OpenAlexW1995825051MaRDI QIDQ487700

Yong-Cai Geng, Sumit K. Garg

Publication date: 23 January 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-014-9835-z

zbMATH Keywords

comparison of methodsnumerical resultsfinite volume methodFokker-Planck equationstochastic dynamical systemsfiber dynamicsfiber lay-downMonte Carlo solutionssemi-Lagrange methodtextile production

Mathematics Subject Classification ID

Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical problems in dynamical systems (65P99) Fokker-Planck equations (35Q84)

Related Items (1)

First-order quarter- and mixed-moment realizability theory and Kershaw closures for a Fokker-Planck equation in two space dimensions

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