A practical difference scheme for Fokker-Planck equations
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Publication:2547471
DOI10.1016/0021-9991(70)90001-XzbMath0221.65153OpenAlexW1976284739MaRDI QIDQ2547471
Publication date: 1970
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-9991(70)90001-x
Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Numerical methods for partial differential equations, boundary value problems (65N99)
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