Combined Hermite spectral-finite difference method for the Fokker-Planck equation

Mathematics of Computation

Volumn 71, Issue 240, 2002, Pages 1497-1528

  Fok, Johnson C M ^a   Guo, Benyu ^a   Tang, Tao ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Error analysis; Finite difference method; Fokker Planck equation; Hermite spectral method; Unbounded domain

Indexed keywords

EID: 0036791358     PISSN: 00255718     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0025-5718-01-01365-5     Document Type: Article

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