Combined Hermite spectral-finite difference method for the Fokker-Planck equation (Q3147173)
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scientific article; zbMATH DE number 1802725
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| English | Combined Hermite spectral-finite difference method for the Fokker-Planck equation |
scientific article; zbMATH DE number 1802725 |
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Combined Hermite spectral-finite difference method for the Fokker-Planck equation (English)
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18 September 2002
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Fokker-Planck equation
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Hermite spectral method
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error analysis
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finite differences
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Crank-Nicolson methods
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0.9303942
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0.91953504
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0.9031205
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0.90202695
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0.9016353
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0.9013963
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0.89916694
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0.89723563
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0.89559716
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