Numerical solution of the Fokker Planck equation using moving finite elements
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backward Kolmogorov equationdiffusion equationFokker-Planck equationforward Kolmogorov equationGalerkin type methodmoving finite element methodUpwinding schemes
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Probabilistic methods, stochastic differential equations (65C99) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
Cited in
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- Numerical solution for fractional model of Fokker-Planck equation by using q-HATM
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- scientific article; zbMATH DE number 1507403 (Why is no real title available?)
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