A stochastic differential equation code for multidimensional Fokker-Planck type problems

Computer Physics Communications

Volumn 183, Issue 3, 2012, Pages 530-542

  Kopp, A ^a,c   Busching I ^b,c   Strauss, R D ^c   Potgieter, M S ^c  

^a UNIVERSITY OF KIEL   (Germany)

^b RUHR UNIVERSITY BOCHUM   (Germany)

^c NORTH WEST UNIVERSITY   (South Africa)

Author keywords

Fokker Planck equation; Multidimensional simulations; SDEs

Indexed keywords

CARTESIANS; FINITE DIFFERENCE; FOKKER PLANCK; GENERAL APPLICATIONS; MODULAR STRUCTURES; MOMENTUM SPACES; MULTIDIMENSIONAL SIMULATION; NUMERICAL CODE; PHYSICAL APPLICATION; SDES; SPATIAL DIMENSION; SPHERICAL COORDINATES; STOCHASTIC DIFFERENTIAL EQUATIONS; TRANSPORT EQUATION;

CODES (SYMBOLS); DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); NUMERICAL METHODS; STOCHASTIC SYSTEMS;

FOKKER PLANCK EQUATION;

EID: 84855446986     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cpc.2011.11.014     Document Type: Article

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