Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
type: Item
instance of: scholarly article
title: Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
zbMATH Open document ID: 1411.65110
author: B. Gaviraghi
author: M. Annunziato
author: Alfio Borzì
published in: Applied Mathematics and Computation
publication date: 2019-03-27T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 35Q84
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 82C31
zbMATH DE Number: 7043138
zbMATH Keywords: jump-diffusion processes
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: partial integro-differential equation
zbMATH Keywords: Strang-Marchuk splitting
zbMATH Keywords: Chang-Cooper
zbMATH Keywords: convergence analysis
describes a project that uses: Mulprec
MaRDI profile type: Publication
full work available at URL: j.amc.2016.08.050
OpenAlex ID: W2518948376
Wikidata QID: Q115361300
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DOI: 10.1016/J.AMC.2016.08.050
description: scientific article; zbMATH DE number 7043138