Combined Hermite spectral-finite difference method for the Fokker-Planck equation (Q3147173)

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Combined Hermite spectral-finite difference method for the Fokker-Planck equation
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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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