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-B

Citations: 21
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