Mixed generalized Hermite-Fourier spectral method for Fokker-Planck equation of periodic field
DOI10.1016/J.APNUM.2017.10.006zbMATH Open1397.65200OpenAlexW2766842951MaRDI QIDQ1669853FDOQ1669853
Authors: Guo Chai, Tianjun Wang 
Publication date: 4 September 2018
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2017.10.006
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Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cited In (8)
- An effective numerical simulation for solving a class of Fokker–Planck equations using Laguerre wavelet method
- Multi-domain decomposition pseudospectral method for nonlinear Fokker-Planck equations
- A Galerkin type method for kinetic Fokker-Planck equations based on Hermite expansions
- A fully discrete pseudospectral method for the nonlinear Fokker-Planck equations on the whole line
- Generalized Hermite spectral method for nonlinear Fokker-Planck equations on the whole line
- A new multi-domain spectral method for Korteweg-de Vries equation on the whole line
- Composite generalized Laguerre spectral method for nonlinear Fokker-Planck equations on the whole line
- Combined Hermite spectral-finite difference method for the Fokker-Planck equation
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