Adaptive solution of the master equation in low dimensions

DOI10.1016/j.apnum.2008.01.004zbMath1155.65008OpenAlexW2116994683MaRDI QIDQ960298

Lars Ferm, Per Loetstedt

Publication date: 16 December 2008

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2008.01.004

zbMATH Keywords

Fokker-Planck equationnumerical experimentserror boundmaster equationadaptationcell averages

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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