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