Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions

DOI10.1016/J.AMC.2015.03.062MaRDI QIDQ1663400zbMATHOpenAlexFDO

Authors B. Sepehrian, Marzieh Karimi Radpoor

Publication date 21 August 2018

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

Full work available at URL https://doi.org/10.1016/j.amc.2015.03.062

zbMATH Keywords

partial differential equationsnonlinear Fokker-Planck equationcubic splinefinite differences methodcollocation technique

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cites work

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• Application of the Adomian decomposition method for the Fokker-Planck equation
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• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• Numerical solution of a simple Fokker-Planck equation
• Numerical solution of nonlinear system of second-order boundary value problems using cubic B-spline scaling functions
• Numerical solution of the Fokker Planck equation using moving finite elements
• Numerical solution of two-dimensional Fokker-Planck equations
• Stabilized cubic c¹-spline collocation method for solving first-order ordinary initial value problems
• The Fokker-Planck equation. Methods of solution and applications.
• The construction of operational matrix of fractional derivatives using B-spline functions
• The use of He's variational iteration method for solving a Fokker–Planck equation
• The use of cubic B‐spline scaling functions for solving the one‐dimensional hyperbolic equation with a nonlocal conservation condition
• Unconditionally stable C¹-cubic spline collocation method for solving parabolic equations

Cited in

(20)

• Meshless local Petrov-Galerkin method for 2D fractional Fokker-Planck equation involved with the ABC fractional derivative
• Solving the Fokker-Planck equation via the compact finite difference method
• Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation
• Solving Fokker-Planck equation using deep learning
• Positivity preserving high order schemes for angiogenesis models
• Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation method for solving linear and nonlinear Fokker-Planck equations
• Fractional-order Genocchi-Petrov-Galerkin method for solving time-space fractional Fokker-Planck equations arising from the physical phenomenon
• A convergent numerical scheme for integrodifferential kinetic models of angiogenesis
• Non-linear Fokker-Planck equation solved with generalized finite differences in 2D and 3D
• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• Some computational methods for the Fokker-Planck equation
• Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
• Model-reference adaptive moment control of uncertain nonlinear stochastic systems
• An effective numerical simulation for solving a class of Fokker–Planck equations using Laguerre wavelet method
• Stationary Density Estimation of Itô Diffusions Using Deep Learning
• Computing the invariant distribution of randomly perturbed dynamical systems using deep learning
• A new method to solve numeric solution of nonlinear dynamic system
• A numerical method for the accurate solution of the Fokker-Planck-Landau equation in the nonhomogeneous case
• Time-dependent Langevin modeling and Monte Carlo simulations of diffusion in one-dimensional ion channels
• Two-level difference scheme for the two-dimensional Fokker-Planck equation

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