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Numerical algorithm based on the PDE method for solution of the Fokker Planck equation
This paper discus a fast and accurate algorithm for numerical solution of Fokker-Planck equation (FPE) based on the PDE (Partial Differential Equation) method. The PDE concepts and methods largely are used in computer simulation of fluid-dynamical systems. This method can be used for studying of sto...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Національний науковий центр «Харківський фізико-технічний інститут» НАН України
2011
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| Series: | Вопросы атомной науки и техники |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/111471 |
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