Numerical solution of the Fokker-Planck equation via Chebyschev polynomial approximations with reference to first passage time probability density functions

DOI10.1016/0021-9991(77)90072-9zbMath0348.65101OpenAlexW1969097541MaRDI QIDQ1234579

Richard Barakat, John H. Reif

Publication date: 1977

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(77)90072-9

Mathematics Subject Classification ID

Applications to the sciences (65Z05)

Related Items (2)

A numerical approach to the generalized nonlinear fractional Fokker-Planck equation ⋮ Solutions of the forward diallelic diffusion equation in population genetics

Cites Work

• The inverse M-matrix problem
• First passage time and extremum properties of Markov and independent processes
• The parabolic differential equations and the associated semigroups of transformation
• Diffusion models in population genetics
• A review of transient behavior in regular diffusion and birth-death processes. Part II
• Accurate solution of the Orr–Sommerfeld stability equation
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