In a recent paper [Phys. Lett. A 146 (1990) 378] a fast and reliable algorithm for the numerical solution of unidimensional Fokker-Planck-like equations has been proposed. However, in most of the systems Currently under study the unidimensional Fokker-Planck description is derived as an approximated contraction of a multidimensional exact equation of the Fokker-Planck-type. The main purpose of this paper is to discuss the possibility of extending a consolidated fluid-dynamics algorithm to the analysis of these kinds of systems. Numerical stability and convergence of the method are discussed in detail. Some examples of applications of the numerical method are also given.
NUMERICAL-SOLUTION OF THE FOKKER-PLANCK EQUATION .2. MULTIDIMENSIONAL CASE
PALLESCHI V;DE ROSA;
1992
Abstract
In a recent paper [Phys. Lett. A 146 (1990) 378] a fast and reliable algorithm for the numerical solution of unidimensional Fokker-Planck-like equations has been proposed. However, in most of the systems Currently under study the unidimensional Fokker-Planck description is derived as an approximated contraction of a multidimensional exact equation of the Fokker-Planck-type. The main purpose of this paper is to discuss the possibility of extending a consolidated fluid-dynamics algorithm to the analysis of these kinds of systems. Numerical stability and convergence of the method are discussed in detail. Some examples of applications of the numerical method are also given.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
