Direct versus iterative methods for forward-backward diffusion equations. Numerical comparisons
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finite difference methodFokker-Planck equationdirect methoditerative methodforward-backward partial differential equationtwo-way partial differential equation
Finite difference methods applied to problems in optics and electromagnetic theory (78M20) Degenerate parabolic equations (35K65) Fokker-Planck equations (35Q84) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Motion of charged particles (78A35)
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Cites work
- A non-overlap domain decomposition method for the forward--backward heat equation
- Direct Methods for Sparse Linear Systems
- Existence of solutions and diffusion approximation for a model Fokker-Planck equation
- Half-range solutions of indefinite Sturm-Liouville problems
- Indefinite Sturm-Liouville problems and half-range completeness
- Iterative Methods for a Forward-Backward Heat Equation
- Numerical Analysis of an Elliptic-Parabolic Partial Differential Equation
- Numerical Experiments with the Fokker–Planck Equation in 1D Slab Geometry
- Numerical schemes for the forward–backward heat equation
- Numerical solution of a simple Fokker-Planck equation
- On an equation of mixed type from electron scattering theory
- Origins, analysis, numerical analysis, and numerical approximation of a forward-backward parabolic problem
- Separating variables in two-way diffusion equations
- Well-posedness of the Fokker-Planck equation in a scattering process
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