A semi-Lagrangian method for 3-D Fokker Planck equations for stochastic dynamical systems on the sphere

DOI10.1007/S10915-014-9835-ZzbMATH Open1307.65012OpenAlexW1995825051MaRDI QIDQ487700FDOQ487700

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 23 January 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-014-9835-z

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zbMATH Keywords

numerical resultsfinite volume methodFokker-Planck equationstochastic dynamical systemscomparison of methodsfiber dynamicsfiber lay-downMonte Carlo solutionssemi-Lagrange methodtextile production

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical problems in dynamical systems (65P99)

Cites Work

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Cited In (3)

• A semi-Lagrangian method for a Fokker-Planck equation describing fiber dynamics
• First-order quarter- and mixed-moment realizability theory and Kershaw closures for a Fokker-Planck equation in two space dimensions
• Approximate models for stochastic dynamic systems with velocities on the sphere and associated Fokker-Planck equations

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