Stable and Efficient Petrov--Galerkin Methods for a Kinetic Fokker--Planck Equation

Iterative methods for solving non linear Fokker-Planck equation

Efficient algorithms for constraining orientation tensors in Galerkin methods for the Fokker-Planck equation

This paper deals with the problem of positivity preservation in numerical algorithms for simulating fiber suspension flows. In contrast to fiber orientation models based on the Advani-Tucker evolution equations for even-order orientation tensors, the probability distribution function of fiber orientation is approximated using the Galerkin discretization of the Fokker-Planck equation with Fourie...

iterative methods for solving non linear fokker-planck equation

The Fokker-Planck equation

In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...

The Fokker-Planck Equation

Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...