Numerical solution of the Fokker Planck equation using moving finite elements

DOI10.1002/NUM.1690040305zbMath0648.65096OpenAlexW2039598345WikidataQ115401076 ScholiaQ115401076MaRDI QIDQ3793678

Gary W. Harrison

Publication date: 1988

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.1690040305

zbMATH Keywords

Fokker-Planck equationdiffusion equationforward Kolmogorov equationmoving finite element methodbackward Kolmogorov equationGalerkin type methodUpwinding schemes

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• On the Vlasov‐Fokker‐Planck equation
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