Numerical solution of two-dimensional Fokker-Planck equations

DOI10.1016/S0096-3003(97)10161-8zbMATH Open1083.82526DBLPjournals/amc/ZorzanoMM99WikidataQ60155414 ScholiaQ60155414MaRDI QIDQ1294331FDOQ1294331

Authors K. Appert 

Publication date 1999

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationFinite difference schemeStochastic processesNonlinear beam dynamicsOperator splitting method

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite difference methods for boundary value problems involving PDEs (65N06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

• Numerical solution of the Fokker Planck equation using moving finite elements
• Numerical solution of the Fokker-Planck equation by finite difference and finite element methods -- a comparative study
• Numerical analysis of the Fokker-Planck equation
• Numerical solution of a simple Fokker-Planck equation

• scientific article; zbMATH DE number 47126 (Why is no real title available?)
• scientific article; zbMATH DE number 939851 (Why is no real title available?)
• scientific article; zbMATH DE number 848121 (Why is no real title available?)
• scientific article; zbMATH DE number 3250158 (Why is no real title available?)
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The Fokker-Planck equation. Methods of solution and applications

(49)

• Second-order schemes for Fokker-Planck equations with discontinuous drift
• Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
• Title not available (Why is no real title available?)
• Numerical solution to 3D bilinear Fokker-Planck control problem
• Title not available (Why is no real title available?)
• Numerical solution of the Fokker Planck equation using moving finite elements
• Non-linear Fokker-Planck equation solved with generalized finite differences in 2D and 3D
• Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation method for solving linear and nonlinear Fokker-Planck equations
• Stochastic analysis of a predator-prey model with modified Leslie-Gower and Holling type II schemes
• Two-level difference scheme for the two-dimensional Fokker-Planck equation
• Numerical analysis of the Fokker-Planck equation
• Some computational methods for the Fokker-Planck equation
• Multiscale modelling and splitting approaches for fluids composed of Coulomb-interacting particles
• Solving partial differential equations by LS-SVM
• The application of the finite element library TWODEPEP for the numerical solution of the relativistic Fokker-Planck equation
• Numerical solution of the Fokker-Planck equation using physics-based mixture models
• The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
• Numerical Experiments with the Fokker–Planck Equation in 1D Slab Geometry
• Numerical solution of Fokker-Planck equation using the flatlet oblique multiwavelets
• A lattice Boltzmann model for the Fokker-Planck equation
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems
• Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions
• Numerical solution of the Fokker-Planck equation by finite difference and finite element methods -- a comparative study
• The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems
• On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
• How the brain can be trained to achieve an intermittent control strategy for stabilizing quiet stance by means of reinforcement learning
• Application of the Adomian decomposition method for the Fokker-Planck equation
• Numerical approximation of the spatially homogeneous Fokker-Planck-Landau equation
• Numerical solution of a simple Fokker-Planck equation
• Explicit method for the numerical solution of the Fokker-Planck equation of filtered phase noise
• Two-dimensional Fokker - Planck solutions and Grassmann variables
• Title not available (Why is no real title available?)
• A Lifting Method for Fokker-Planck Equations with Drift-Admitting Jumps
• Comparison of numerical schemes for Fokker-Planck-Landau equation
• Numerical Solution of the Azimuth-Dependent Fokker-Planck Equation in 1D Slab Geometry
• LATTICE FOKKER–PLANCK EQUATION
• A numerical scheme for Fokker-Planck wave-particle interaction equations in plasmas
• A numerical method for generalized Fokker-Planck equations
• Analytical solution of space-time fractional Fokker-Planck equation by homotopy perturbation Sumudu transform method
• NUMERICAL APPROACH TO FOKKER–PLANCK EQUATIONS FOR BROWNIAN MOTORS
• Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation
• Radial basis functions methods for solving Fokker-Planck equation
• \([3, 3]\) Padé approximation method for solving space fractional Fokker-Planck equations
• Discretization methods for one-dimensional Fokker-Planck operators
• A numerical algorithm for the space and time fractional Fokker-Planck equation
• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• A high order method for numerical solution of time-fractional KdV equation by radial basis functions
• Nonstandard finite difference schemes for linear and non-linear Fokker-Planck equations
• A stochastic differential equation code for multidimensional Fokker-Planck type problems

This page was built for publication: Numerical solution of two-dimensional Fokker-Planck equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1294331)