Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4626746 | Applied Mathematics and Computation | 2015 | 4 Pages |
Abstract
In this paper we proposed a finite difference scheme for solving the nonlinear Fokker–Planck equation. We apply a finite difference approximation for discretizing spatial derivatives. Then we use the cubic C1-spline collocation method which is an A-stable method for the time integration of the resulting nonlinear system of ordinary differential equations. The proposed method has second-order accuracy in space and fourth-order accuracy in time variables. The numerical results confirm the validity of the method.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Behnam Sepehrian, Marzieh Karimi Radpoor,