Two-level method for a time-independent Fokker-Planck control problem

DOI10.1080/00207160.2020.1825696MaRDI QIDQ5031299zbMATH OpenOpenAlexFDO

Authors Muhammad Munir Butt

Publication date 18 February 2022

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2020.1825696

zbMATH Keywords

Chang-Cooper schemefinite differenceFokker-Planck equationmultidimensional stochastic processmultigridPDE-constrained optimization

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) Optimality conditions for problems involving partial differential equations (49K20) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

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Cited in

(2)

• Numerical solution to 3D bilinear Fokker-Planck control problem
• A numerical scheme to solve Fokker-Planck control collective-motion problem

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