Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions

DOI10.1007/S10543-022-00914-2MaRDI QIDQ2100541zbMATH OpenOpenAlexFDO

Authors Udo Boehm, Sonja Cox, Gregor Gantner, Rob P. Stevenson

Publication date 22 November 2022

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2103.04839

zbMATH Keywords

Fokker-Planck equationspace-time variational formulationparameter-dependent PDEsparse tensor product interpolationtime-dependent spatial domain

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Population dynamics (general) (92D25) Neural biology (92C20) Numerical interpolation (65D05) Smoothness and regularity of solutions to PDEs (35B65) Variational methods applied to PDEs (35A15) Heat kernel (35K08) Fokker-Planck equations (35Q84) Applications of stochastic analysis (to PDEs, etc.) (60H30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cited in

(3)

• An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst
• Efficient numerical approximation of a non-regular Fokker--Planck equation associated with first-passage time distributions
• A decision-making Fokker-Planck model in computational neuroscience

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