Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

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Publication:3638263


DOI10.1051/m2an:2008051zbMath1180.82136MaRDI QIDQ3638263

Endre Süli, David J. Knezevic

Publication date: 2 July 2009

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/194458


82D60: Statistical mechanics of polymers

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35Q84: Fokker-Planck equations


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