Non-linear Fokker-Planck equation solved with generalized finite differences in 2D and 3D

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Publication:2284940


DOI10.1016/j.amc.2019.124801zbMath1433.82024MaRDI QIDQ2284940

Francisco Ureña, Juan José Benito, Luis Gavete, Antonio M. Vargas, Ángel García Gómez

Publication date: 15 January 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.124801


65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35Q84: Fokker-Planck equations

82M20: Finite difference methods applied to problems in statistical mechanics