| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 710828 | IFAC-PapersOnLine | 2016 | 6 Pages |
Abstract
We propose a Semi-Lagrangian scheme for Fokker-Planck equations. The scheme is first order, explicit, preserves non-negativity, conserves the mass and allows large time steps. A modified version is also presented in order to approximate the problem on a bounded domain with mixed Dirichlet and Neumann boundary conditions. We present numerical simulations in one and two dimensions.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
E. Carlini, F.J. Silva,