Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions

DOI10.1007/s10543-022-00914-2zbMath1507.65137arXiv2103.04839MaRDI QIDQ6362406

Rob P. Stevenson, Udo Boehm, Sonja Cox, Gregor Gantner

Publication date: 8 March 2021

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Smoothness and regularity of solutions to PDEs (35B65) Neural biology (92C20) Variational methods applied to PDEs (35A15) Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical interpolation (65D05) Heat kernel (35K08) Fokker-Planck equations (35Q84)

This page was built for publication: Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions