Solving the Fokker-Planck equation via the compact finite difference method

DOI10.22034/cmde.2020.28609.1396zbMath1474.35224OpenAlexW3008205832MaRDI QIDQ5859046

B. Sepehrian, Radpoor Marzieh Karimi

Publication date: 15 April 2021

Full work available at URL: https://doi.org/10.22034/cmde.2020.28609.1396

collocation method Fokker-Planck equation compact method boundary value method cubic \(C^1\)-spline

Finite difference methods for boundary value problems involving PDEs (65N06) Initial-boundary value problems for linear higher-order PDEs (35G16)

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