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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Bibliographic Details
Date:2011
Main Author: Dolinska, M.
Format: Article
Language:English
Published: Національний науковий центр «Харківський фізико-технічний інститут» НАН України 2011
Series:Вопросы атомной науки и техники
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Online Access:http://dspace.nbuv.gov.ua/handle/123456789/111471
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Numerical algorithm based on the PDE method for solution of the Fokker Planck equation / M. Dolinska // Вопросы атомной науки и техники. — 2011. — № 5. — С. 63-66. — Бібліогр.: 10 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine