Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (Q890257)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations |
scientific article |
Statements
Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations (English)
0 references
10 November 2015
0 references
Fokker-Planck equation
0 references
finite-difference discretization
0 references
accuracy and stability analysis
0 references
