Numerical solution of the Fokker Planck equation using moving finite elements

DOI10.1002/num.1690040305zbMath0648.65096OpenAlexW2039598345WikidataQ115401076 ScholiaQ115401076MaRDI QIDQ3793678

Gary W. Harrison

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1002/num.1690040305

zbMATH Keywords

Fokker-Planck equationdiffusion equationforward Kolmogorov equationmoving finite element methodbackward Kolmogorov equationGalerkin type methodUpwinding schemes

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, stochastic differential equations (65C99)

Related Items

On the fractional model of Fokker-Planck equations with two different operator, Solving the Fokker-Planck equation via the compact finite difference method, Adaptive density tracking by quadrature for stochastic differential equations, Augmented variational superposed Gaussian approximation for Fokker-Planck equations with rational polynomial functions, Numerical solution of non-linear Fokker-Planck equation using finite differences method and the cubic spline functions, Analytical solution of space-time fractional Fokker-Planck equation by homotopy perturbation Sumudu transform method, A transformed path integral approach for solution of the Fokker-Planck equation, Numerical solution for fractional model of Fokker-Planck equation by using q-HATM, A numerical algorithm for the space and time fractional Fokker‐Planck equation, Radial basis functions methods for solving Fokker-Planck equation, The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method, Numerical solution of Fokker-Planck equation using the cubic B-spline scaling functions, The finite element method with nodes moving along the characteristics for convection-diffusion equations, Application of the Adomian decomposition method for the Fokker-Planck equation, Stochastic models for subpopulation emergence in heterogeneous tumors

Cites Work

• On the Vlasov‐Fokker‐Planck equation
• Unnamed Item
• Unnamed Item
• Unnamed Item