Numerical solution to 3D bilinear Fokker-Planck control problem

DOI10.1080/00207160.2022.2067987MaRDI QIDQ5044146zbMATH OpenOpenAlexFDO

Authors Muhammad Munir Butt

Publication date 24 October 2022

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

Full work available at URL https://doi.org/10.1080/00207160.2022.2067987

zbMATH Keywords

Chang-Cooper schemeFokker-Planck equationoptimal controlstaggered gridstochastic process

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) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cites work

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• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• Numerical solution of two-dimensional Fokker-Planck equations
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• Two-level method for a time-independent Fokker-Planck control problem

Cited in

(5)

• A Fokker-Planck approach to control collective motion
• Control strategies for the Fokker-Planck equation
• Two-level method for a time-independent Fokker-Planck control problem
• Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
• A numerical scheme to solve Fokker-Planck control collective-motion problem

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