Combined Hermite spectral-finite difference method for the Fokker-Planck equation
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Publication:3147173
DOI10.1090/S0025-5718-01-01365-5zbMATH Open1007.65068OpenAlexW2094866248MaRDI QIDQ3147173FDOQ3147173
Authors: Johnson C. M. Fok, Tao Tang, Ben-Yu Guo 
Publication date: 18 September 2002
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-01-01365-5
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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) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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Cited In (50)
- Generalized Hermite spectral method matching asymptotic behaviors
- Mixed spectral method for heat transfer using generalised Hermite functions and Legendre polynomials
- Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
- Spectral Methods for Multiscale Stochastic Differential Equations
- Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries
- Numerical high-field limits in two-stream kinetic models and 1D aggregation equations
- Pseudospectral method for non-isotropic heat transfer using mixed Hermite-Legendre interpolation
- Some progress in spectral methods
- COMPOSITE LAGUERRE PSEUDOSPECTRAL METHOD FOR FOKKER-PLANCK EQUATIONS
- Finite difference approximations and dynamics simulations for the Lévy fractional Klein-Kramers equation
- A fully discrete spectral method for Fisher's equation on the whole line
- Mixed Legendre-Hermite spectral method for heat transfer in an infinite plate
- A fully discrete pseudospectral method for Fisher's equation on the whole line
- Hermite approximation of a hyperbolic Fokker-Planck optimality system to control a piecewise-deterministic process
- The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method
- Multi-domain decomposition pseudospectral method for nonlinear Fokker-Planck equations
- A Galerkin type method for kinetic Fokker-Planck equations based on Hermite expansions
- Convergence analysis of the parareal-Euler algorithm for systems of ODEs with complex eigenvalues
- Energy-conserving SAV-Hermite-Galerkin spectral scheme with time adaptive method for coupled nonlinear Klein-Gordon system in multi-dimensional unbounded domains
- Time-dependent Hermite-Galerkin spectral method and its applications
- A class Hermite pseudospectral approximate with \(\omega (x) \equiv 1\) and application to reaction-diffusion equation
- Mean field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods
- Composite generalized Laguerre-Legendre pseudospectral method for Fokker-Planck equation in an infinite channel
- Composite generalized Laguerre-Legendre spectral method with domain decomposition and its application to Fokker-Planck equation in an infinite channel
- A novel method for solving time-dependent 2D advection-diffusion-reaction equations to model transfer in nonlinear anisotropic media
- Numerical solution of a simple Fokker-Planck equation
- Corrections to Einstein's relation for Brownian motion in a tilted periodic potential
- Generalized Hermite spectral method matching different algebraic decay at infinities
- Hermite spectral collocation methods for fractional PDEs in unbounded domains
- Mixed generalized Hermite-Fourier spectral method for Fokker-Planck equation of periodic field
- Finite difference methods and their physical constraints for the fractional Klein-Kramers equation
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- A fully discrete pseudospectral method for the nonlinear Fokker-Planck equations on the whole line
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- Generalized Hermite spectral method for nonlinear Fokker-Planck equations on the whole line
- Solving Vlasov-Poisson-Fokker-Planck equations using \(\mathrm{NR}xx\) method
- Spectral collocation method coupled with domain decomposition for exterior problems of the Fisher equation
- A multi-domain spectral method with mapping techniques for the Fokker-Planck equation in irregular domains
- Generalized Laguerre spectral method for Fisher's equation on a semi-infinite interval
- Discretization methods for one-dimensional Fokker-Planck operators
- Rational spectral methods for PDEs involving fractional Laplacian in unbounded domains
- A new multi-domain spectral method for Korteweg-de Vries equation on the whole line
- Approximation to singular quadratic collision model in Fokker-Planck-Landau equation
- Composite generalized Laguerre spectral method for nonlinear Fokker-Planck equations on the whole line
- Hermite spectral method for multi-species Boltzmann equation
- Hermite spectral method for Fokker-Planck-Landau equation modeling collisional plasma
- Numerical simulation of the time-fractional Fokker-Planck equation and applications to polymeric fluids
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