Solving procedure for a 25-diagonal coefficient matrix: direct numerical solutions of the three-dimensional linear Fokker-Planck equation

DOI10.1016/j.jcp.2005.11.004zbMath1101.82028arXivphysics/0505093OpenAlexW2094717928MaRDI QIDQ2495736

Maximiliano Ujevic, Patricio S. Letelier

Publication date: 30 June 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0505093

zbMATH Keywords

numerical methodthree-dimensional Fokker-Planck equation

Mathematics Subject Classification ID

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

Related Items (2)

Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise ⋮ Stability of general relativistic static thick disks: the isotropic Schwarzschild thick disk

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