Numerical Solution of Fokker—Planck Equation Using the Cubic B-Spline Scaling Functions
نویسندگان
چکیده
In this article a numerical technique is presented for the solution of Fokker-–Planck equation. This method uses the cubic B-spline scaling functions. The method consists of expanding the required approximate solution as the elements of cubic B-spline scaling function. Using the operational matrix of derivative, the problem will be reduced to a set of algebraic equations. Some numerical examples are included to demonstrate the validity and applicability of the technique. The method is easy to implement and produces very accurate results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 25: 418–429, 2009
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