Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations
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Publication:890257
DOI10.1515/jnma-2015-0018zbMath1327.35371OpenAlexW2401042860MaRDI QIDQ890257
Masoumeh Mohammadi, Alfio Borzì
Publication date: 10 November 2015
Published in: Journal of Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jnma-2015-0018
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fokker-Planck equations (35Q84)
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