Second-Order Schemes for Fokker-Planck Equations with Discontinuous Drift

DOI10.4208/AAMM.OA-2017-0098zbMath1488.65313OpenAlexW2916201156WikidataQ128363777 ScholiaQ128363777MaRDI QIDQ5156566

Songhe Song, Yaming Chen, Boya Zhang

Publication date: 11 October 2021

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/aamm.oa-2017-0098

zbMATH Keywords

finite volume methodFokker-Planck equationalternating direction implicit methoddiscontinuous coefficientBrownian motion with dry friction

Mathematics Subject Classification ID

Brownian motion (60J65) Friction in solid mechanics (74M10) Plates (74K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Fokker-Planck equations (35Q84)

Cites Work

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• Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
• Numerical solution of two-dimensional Fokker-Planck equations
• Langevin equation with Coulomb friction
• Brownian motion with dry friction
• Brownian motion with dry friction: Fokker–Planck approach
• Exact power spectra of Brownian motion with solid friction
• Nonlinear dynamics of dry friction
• Numerical Solution of the Fokker–Planck Equation by Finite Difference and Finite Element Methods—A Comparative Study
• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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