An improved WPE method for solving discontinuous Fokker-Planck equations

MaRDI QIDQ5439729zbMATH OpenFDO

Authors Hongyun Wang

Publication date 11 February 2008

zbMATH Keywords

detailed balanceFokker-Planck equationLangevin equationnumerical solutions

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)

Recommendations

• Convergence of a Numerical Method for Solving Discontinuous Fokker–Planck Equations
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• NUMERICAL APPROACH TO FOKKER–PLANCK EQUATIONS FOR BROWNIAN MOTORS
• Numerical solution of the Fokker Planck equation using moving finite elements
• Some computational methods for the Fokker-Planck equation

Cited in

(3)

• A generalized finite difference method for solving elliptic interface problems
• Approximation capability of a bilinear immersed finite element space
• Continuous-time random walks for the numerical solution of stochastic differential equations

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