Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions

DOI10.1002/num.20352zbMath1159.65009OpenAlexW1968099114WikidataQ115398579 ScholiaQ115398579MaRDI QIDQ3612517

Mehrdad Lakestani, Mehdi Dehghan

Publication date: 10 March 2009

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.20352

zbMATH Keywords

waveletsFokker-Planck equationnumerical examplesnonlinear dynamicsscaling functionscubic B-spline

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (34)

Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters ⋮ A ROBUST HYBRID METHOD FOR THE SOLUTION OF FOKKER-PLANCK EQUATION ⋮ A numerical study of two dimensional hyperbolic telegraph equation by modified B-spline differential quadrature method ⋮ Solving the Fokker-Planck equation via the compact finite difference method ⋮ Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations ⋮ Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions ⋮ Fractional-order Genocchi-Petrov-Galerkin method for solving time-space fractional Fokker-Planck equations arising from the physical phenomenon ⋮ Determination of space–time-dependent heat source in a parabolic inverse problem via the Ritz–Galerkin technique ⋮ An effective numerical simulation for solving a class of Fokker–Planck equations using Laguerre wavelet method ⋮ Numerical solutions of the KdV equation using B-spline functions ⋮ Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach ⋮ B spline-based method for 2-D large deformation analysis ⋮ An efficient algorithm based on Haar wavelets for numerical simulation of Fokker-Planck equations with constants and variable coefficients ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Multi-scale B-spline method for 2-D elastic problems ⋮ Radial basis functions methods for solving Fokker-Planck equation ⋮ A numerical method of high accuracy for linear parabolic partial differential equations ⋮ An accurate and cost-efficient numerical approach to analyze the initial and boundary value problems of fractional multi-order ⋮ The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method ⋮ Cardinal Hermite interpolant multiscaling functions for solving a parabolic inverse problem ⋮ Cubic B-spline collocation method on non-uniform mesh for solving non-linear parabolic partial differential equation ⋮ A novel operational matrix method for solving singularly perturbed boundary value problems of fractional multi-order ⋮ Finite element method by using quartic B-splines ⋮ Two-level difference scheme for the two-dimensional Fokker-Planck equation ⋮ Numerical solutions of two-dimensional unsteady convection–diffusion problems using modified bi-cubicB-spline finite elements ⋮ Operational method for solving fractional differential equations using cubic B-spline approximation ⋮ A comparative study of cubic B-spline-based quasi-interpolation and differential quadrature methods for solving fourth-order parabolic PDEs ⋮ ICCM2016: Multi-Patch-Based B-Spline Method for Solid and Structure ⋮ A two-dimensional Chebyshev wavelets approach for solving the Fokker-Planck equations of time and space fractional derivatives type with variable coefficients ⋮ Parallelizing the Kolmogorov-Fokker-Planck equation ⋮ Some computational methods for the Fokker-Planck equation ⋮ Ritz–Galerkin method for solving an inverse heat conduction problem with a nonlinear source term via Bernstein multi-scaling functions and cubic B-spline functions

Cites Work

• Numerical solution of Fokker-Planck equation with space- and time-fractional derivatives
• The dual reciprocity boundary element method (DRBEM) for two-dimensional sine-Gordon equation
• Numerical solution of the Klein-Gordon equation via He's variational iteration method
• Application of the Adomian decomposition method for the Fokker-Planck equation
• The Fokker-Planck equation. Methods of solution and applications.
• Numerical solution of a simple Fokker-Planck equation
• Numerical solution of two-dimensional Fokker-Planck equations
• Numerical solution of the space fractional Fokker-Planck equation.
• Efficient techniques for the second-order parabolic equation subject to nonlocal specifications
• Numerical solution for Fokker-Planck equations in accelerators
• The one-dimensional heat equation subject to a boundary integral specification
• Parameter determination in a partial differential equation from the overspecified data
• Finite difference procedures for solving a problem arising in modeling and design of certain optoelectronic devices
• Adomian decomposition method for solving the diffusion-convection-reaction equations
• On the solution of an initial-boundary value problem that combines Neumann and integral condition for the wave equation
• A computational study of the one-dimensional parabolic equation subject to nonclassical boundary specifications
• Solution of a partial integro-differential equation arising from viscoelasticity
• Time‐splitting procedures for the solution of the two‐dimensional transport equation
• Numerical solution of the Fokker Planck equation using moving finite elements
• Numerical Solution of an Ionic Fokker--Planck Equation with Electronic Temperature
• The use of He's variational iteration method for solving a Fokker–Planck equation

This page was built for publication: Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions