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

DOI10.1016/J.AMC.2015.03.062MaRDI QIDQ1663400zbMATH OpenOpenAlexFDO

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
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• 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)

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

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