Two-level difference scheme for the two-dimensional Fokker-Planck equation

DOI10.1016/J.MATCOM.2020.09.001MaRDI QIDQ1998272zbMATH OpenOpenAlexFDO

Authors Muhammad Munir Butt

Publication date 6 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2020.09.001

zbMATH Keywords

finite differenceFokker-Planck equationstaggered gridstwo-level schemeChang-Cooper scheme

Mathematics Subject Classification ID

Partial differential equations of mathematical physics and other areas of application (35Qxx) Stochastic processes (60Gxx) Parabolic equations and parabolic systems (35Kxx) Probabilistic methods, stochastic differential equations (65Cxx) Optimality conditions (49Kxx)

Recommendations

• Numerical solution of two-dimensional Fokker-Planck equations
• Numerical scheme for the Fokker-Planck equations describing anomalous diffusions with two internal states
• Explictt two-level finite-difference methods for the two-dimensional diffusion equation
• Implicit and conservative difference scheme for the Fokker-Planck equation
• Numerical approximations for the fractional Fokker-Planck equation with two-scale diffusion
• On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
• Difference schemes for Boltzmann-Fokker-Planck equation.
• Two-dimensional Fokker - Planck solutions and Grassmann variables
• Non-linear Fokker-Planck equation solved with generalized finite differences in 2D and 3D
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems

Cites work

• scientific article; zbMATH DE number 1561761 (Why is no real title available?)
• A Fokker-Planck approach to control collective motion
• A Fokker-Planck control framework for multidimensional stochastic processes
• A Full Multigrid Method for Distributed Control Problems Constrained by Stokes Equations
• A multigrid solver for Stokes control problems
• A practical difference scheme for Fokker-Planck equations
• Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations
• Application of the Adomian decomposition method for the Fokker-Planck equation
• Formulation and multigrid solution of Cauchy-Riemann optimal control problems
• Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg-Landau equation
• Multi-Level Adaptive Solutions to Boundary-Value Problems
• Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions
• Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions
• Numerical solution of two-dimensional Fokker-Planck equations
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications
• The Fokker-Planck equation. Methods of solution and applications.
• The compact and Crank-Nicolson ADI schemes for two-dimensional semilinear multidelay parabolic equations
• The use of He's variational iteration method for solving a Fokker–Planck equation

Cited in

(5)

• Two-level method for a time-independent Fokker-Planck control problem
• Numerical solution to 3D bilinear Fokker-Planck control problem
• Some computational methods for the Fokker-Planck equation
• Two-dimensional Fokker - Planck solutions and Grassmann variables
• Steady-state solution of a two-dimensional Fokker–Planck equation with strong quasilinear diffusion for lower-hybrid current drive

This page was built for publication: Two-level difference scheme for the two-dimensional Fokker-Planck equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1998272)