Convergence of a Numerical Method for Solving Discontinuous Fokker–Planck Equations

DOI10.1137/050639442zbMath1156.82011OpenAlexW1995951458MaRDI QIDQ3519427

Hongyun Wang

Publication date: 14 August 2008

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050639442

zbMATH Keywords

stabilityconvergenceconsistencyFokker-Planck equationmolecular motorsdetailed balanceratchets

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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