Two-level method for a time-independent Fokker–Planck control problem

DOI10.1080/00207160.2020.1825696zbMath1479.35862OpenAlexW3089387250MaRDI QIDQ5031299

Muhammad Munir Butt

Publication date: 18 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2020.1825696

zbMATH Keywords

Fokker-Planck equationmultigridfinite differencePDE-constrained optimizationmultidimensional stochastic processChang-Cooper scheme

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Optimality conditions for problems involving partial differential equations (49K20) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

Related Items (1)

Numerical solution to 3D bilinear Fokker–Planck control problem

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