Meshless method for the numerical solution of the Fokker–Planck equation

In this paper numerical meshless method for solving Fokker–Planck equation is considered. This meshless method is based on multiquadric radial basis function and collocation method to approximate the solution. Here we apply θ-weighted finite difference method. The stability analysis of the method is dealt with, using a linearized stability method. Numerical examples illustrate the validity and applicability of the method.