Numerical solution of two-dimensional Fokker-Planck equations

DOI10.1016/S0096-3003(97)10161-8zbMath1083.82526WikidataQ60155414 ScholiaQ60155414MaRDI QIDQ1294331

K. Appert

Publication date: 1999

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

zbMATH Keywords

Fokker-Planck equationStochastic processesFinite difference schemeNonlinear beam dynamicsOperator splitting method

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Finite difference methods for boundary value problems involving PDEs (65N06) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The Fokker-Planck equation. Methods of solution and applications
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