Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Numerical solution of two dimensional Fokker-Planck equations
Deutsehes Elektronen-Synchrotron (DESY).ORCID iD: 0000-0002-4492-9650
Deutsehes Elektronen-Synchrotron (DESY).
Departamento de Matemáatica Aplicada, Facultad de Inform´atica, Universidad Complutense de Madrid.
1999 (English)In: Applied Mathematics and Computation, ISSN 0096-3003, E-ISSN 1873-5649, Vol. 98, no 2-3, p. 109-117Article in journal (Refereed) Published
Abstract [en]

We present a robust finite difference scheme for the integration of the Fokker-Planck (FP) equation with two variables plus time. The scheme is checked with problems where analytical solutions exist and it is compared with finite element codes, as well as with simulations of the associated Stochastic Differential Equation (SDE). The precision and stability of the scheme are verified.

Place, publisher, year, edition, pages
Elsevier, 1999. Vol. 98, no 2-3, p. 109-117
National Category
Aerospace Engineering
Research subject
Atmospheric science
Identifiers
URN: urn:nbn:se:ltu:diva-67886Scopus ID: 2-s2.0-33645074308OAI: oai:DiVA.org:ltu-67886DiVA, id: diva2:1188651
Available from: 2018-03-08 Created: 2018-03-08 Last updated: 2018-03-08Bibliographically approved

Open Access in DiVA

No full text in DiVA

Scopus

Search in DiVA

By author/editor
Zorzano, María Paz
In the same journal
Applied Mathematics and Computation
Aerospace Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 2 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf