Mixed generalized Hermite-Fourier spectral method for Fokker-Planck equation of periodic field
DOI10.1016/j.apnum.2017.10.006zbMath1397.65200OpenAlexW2766842951MaRDI QIDQ1669853
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
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) 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) Fokker-Planck equations (35Q84)
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