Second-order schemes for Fokker-Planck equations with discontinuous drift

DOI10.4208/AAMM.OA-2017-0098MaRDI QIDQ5156566zbMATH OpenOpenAlexWikidataFDO

Authors Boya Zhang, Ya-Ming Chen, Song-He Song

Publication date 11 October 2021

Published in Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/aamm.oa-2017-0098

zbMATH Keywords

alternating direction implicit methodBrownian motion with dry frictiondiscontinuous coefficientfinite volume methodFokker-Planck equation

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40) Brownian motion (60J65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Plates (74K20) Friction in solid mechanics (74M10)

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Cites work

• Asymptotic derivation of Langevin-like equation with non-Gaussian noise and its analytical solution
• Brownian motion with dry friction
• Brownian motion with dry friction: Fokker–Planck approach
• Exact power spectra of Brownian motion with solid friction
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• scientific article; zbMATH DE number 879792 (Why is no real title available?)
• Langevin equation with Coulomb friction
• Nonlinear dynamics of dry friction
• Numerical solution of the Fokker-Planck equation by finite difference and finite element methods -- a comparative study
• Numerical solution of two-dimensional Fokker-Planck equations
• Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
• The Fokker-Planck equation. Methods of solution and applications

Cited in

(2)

• A Second-Order Strong Method for the Langevin Equations with Holonomic Constraints
• A Lifting Method for Fokker-Planck Equations with Drift-Admitting Jumps

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