Numerical Solution of the Fokker-Planck Equation: II-Multidimensional Case
Year: 1992
Authors: Palleschi V., De Rosa M.
Autors Affiliation: Istituto di Fisica Atomica e Molecolare del C.N.R., Via del Giardino 7, 56127 Pisa, Italy
Abstract: In a recent paper [Phys. Lett. A 146 (1990) 378] a fast and reliable algorithm for the numerical solution of unidimensional Fokker-Planck-like equations has been proposed. However, in most of the systems Currently under study the unidimensional Fokker-Planck description is derived as an approximated contraction of a multidimensional exact equation of the Fokker-Planck-type. The main purpose of this paper is to discuss the possibility of extending a consolidated fluid-dynamics algorithm to the analysis of these kinds of systems. Numerical stability and convergence of the method are discussed in detail. Some examples of applications of the numerical method are also given.
Journal/Review: PHYSICS LETTERS A
Volume: 163 (5-6) Pages from: 381 to: 391
KeyWords: Fokker-Planck equation; Numerical solutions; DOI: 10.1016/0375-9601(92)90843-BCitations: 21data from “WEB OF SCIENCE” (of Thomson Reuters) are update at: 2024-11-24References taken from IsiWeb of Knowledge: (subscribers only)Connecting to view paper tab on IsiWeb: Click hereConnecting to view citations from IsiWeb: Click here