Numerical solution of a simple Fokker-Planck equation
type: Item
instance of: scholarly article
title: Numerical solution of a simple Fokker-Planck equation
zbMATH Open document ID: 0756.65145
DOI: 10.1016/0168-9274(92)90006-Y
author: V. Vanaja
published in: Applied Numerical Mathematics
publication date: 1992-09-27T00:00:00Z
review text: A boundary value problem for a simple Fokker-Planck equation is considered and a numerical solution to that problem is determined. The equation is discretized using the backward Euler method and an estimate of the error due to discretization is given. An iterative method to solve the discrete equations is employed. A theorem on the convergence of the iterates is presented and some numerical results are obtained.
reviewed by: Zbigniew Dżygadło
Mathematics Subject Classification ID: 65Z05
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M15
Mathematics Subject Classification ID: 35Q72
Mathematics Subject Classification ID: 82C40
zbMATH DE Number: 60945
zbMATH Keywords: finite difference method
zbMATH Keywords: error estimate
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: backward Euler method
zbMATH Keywords: iterative method
zbMATH Keywords: convergence
zbMATH Keywords: numerical results
MaRDI profile type: Publication
cites work: On an equation of mixed type from electron scattering theory
cites work: Separating variables in two-way diffusion equations
cites work: Iterative Methods for a Forward-Backward Heat Equation
cites work: Q5342712
full work available at URL: 0168-9274(92)90006-y
OpenAlex ID: W2068665007
description: scientific article; zbMATH DE number 60945