Combined Hermite spectral-finite difference method for the Fokker-Planck equation
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Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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Cited in
(55)- Discretization methods for one-dimensional Fokker-Planck operators
- Numerical solution of a simple Fokker-Planck equation
- The quadrature discretization method (QDM) in comparison with other numerical methods of solution of the Fokker-Planck equation for electron thermalization
- Time-dependent Hermite-Galerkin spectral method and its applications
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- On the Convergence of Discontinuous Galerkin/Hermite Spectral Methods for the Vlasov–Poisson System
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- A class Hermite pseudospectral approximate with \(\omega (x) \equiv 1\) and application to reaction-diffusion equation
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