A lattice Boltzmann model for the Fokker-Planck equation

DOI10.1016/j.cnsns.2011.11.032zbMath1252.35265MaRDI QIDQ434824

Fang Liu, Fangfang Wu, Weiping Shi

Publication date: 16 July 2012

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2011.11.032

zbMATH Keywords

Fokker-Planck equation; stochastic process; variable coefficient; lattice Boltzmann model

Mathematics Subject Classification ID

60G20: Generalized stochastic processes

35R60: PDEs with randomness, stochastic partial differential equations

35Q84: Fokker-Planck equations

65M22: Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs