Solving procedure for a 25-diagonal coefficient matrix: direct numerical solutions of the three-dimensional linear Fokker-Planck equation

DOI10.1016/j.jcp.2005.11.004zbMath1101.82028arXivphysics/0505093OpenAlexW2094717928MaRDI QIDQ2495736

Maximiliano Ujevic, Patricio S. Letelier

Publication date: 30 June 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0505093

zbMATH Keywords

numerical methodthree-dimensional Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites Work

• Study of the generation of a charge separation and electric field at a plasma edge using Eulerian vlasov codes in cylindrical geometry
• A multistep technique for the numerical solution of a two-dimensional Vlasov equation
• Fokker-Planck Equation for an Inverse-Square Force
• Numerical self-consistent stellar models of thin disks
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Algorithm 842
• Iterative Solution of Implicit Approximations of Multidimensional Partial Differential Equations
• The principle of minimized iterations in the solution of the matrix eigenvalue problem
• Methods of conjugate gradients for solving linear systems
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