Numerical solution of a simple Fokker-Planck equation

Authors

V. Vanaja, New Jersey Institute of Technology

Document Type

Article

Publication Date

1-1-1992

Abstract

An iterative solution method of x∂u/∂t = α(∂/∂x)[(1 - x²)∂u/∂x], a simple Fokker-Planck equation, is given and some numerical results are presented. © 1992.

Identifier

38249012447 (Scopus)

Publication Title

Applied Numerical Mathematics

External Full Text Location

https://doi.org/10.1016/0168-9274(92)90006-Y

ISSN

01689274

First Page

533

Last Page

540

Issue

6

Volume

9

Recommended Citation

Vanaja, V., "Numerical solution of a simple Fokker-Planck equation" (1992). Faculty Publications. 17312.
https://digitalcommons.njit.edu/fac_pubs/17312