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Matematicheskoe modelirovanie, 1998, Volume 10, Number 5, Pages 58–70 (Mi mm1281)  

Computational methods and algorithms

On a class of difference schemes for Fokker–Planck equation

S. E. Ananich

Institute of Mathematics of the National Academy of Sciences of Belarus
Abstract: Monotone difference schemes of the second order consistency on irregular space grids for Fokker–Planck equation were constructed and investigated. Stability of original problem with respect to initial data was shown. Approximation of the first difference derivative with the second order on arbitrary irregular grid was obtained. It was shown that the scheme possesses conservative properties on a harmonic grids.
Received: 26.12.1996
Language: Russian
Citation: S. E. Ananich, “On a class of difference schemes for Fokker–Planck equation”, Mat. Model., 10:5 (1998), 58–70
Citation in format AMSBIB
\Bibitem{Ana98}
\by S.~E.~Ananich
\paper On a~class of difference schemes for Fokker--Planck equation
\jour Mat. Model.
\yr 1998
\vol 10
\issue 5
\pages 58--70
\mathnet{http://mi.mathnet.ru/mm1281}
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