Nonstandard finite difference schemes for linear and non-linear Fokker–Planck equations

The goal of this paper is to develop a nonstandard finite difference-based numerical technique for solving the one-dimensional linear and non-linear Fokker–Planck equations. Characteristics of the nonstandard finite difference method are presented to understand the development of the proposed method...

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Veröffentlicht in:	Journal of engineering mathematics 2024-04, Vol.145 (1), Article 11
Hauptverfasser:	Neena, A. S., Clemence-Mkhope, Dominic P., Awasthi, Ashish
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Computational Mathematics and Numerical Analysis Dynamic stability Finite difference method Fokker-Planck equation Mathematical analysis Mathematical and Computational Engineering Mathematical Modeling and Industrial Mathematics Mathematics Mathematics and Statistics Theoretical and Applied Mechanics
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