Premium
Numerical solution of Fokker‐Planck equation using the cubic B‐spline scaling functions
Author(s) -
Lakestani Mehrdad,
Dehghan Mehdi
Publication year - 2009
Publication title -
numerical methods for partial differential equations
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.901
H-Index - 61
eISSN - 1098-2426
pISSN - 0749-159X
DOI - 10.1002/num.20352
Subject(s) - mathematics , scaling , fokker–planck equation , b spline , mathematical analysis , partial differential equation , monotone cubic interpolation , algebraic equation , thin plate spline , algebraic number , spline (mechanical) , numerical analysis , geometry , spline interpolation , physics , nonlinear system , trilinear interpolation , quantum mechanics , linear interpolation , polynomial , thermodynamics , statistics , bilinear interpolation
In this article a numerical technique is presented for the solution of Fokker‐Planck equation. This method uses the cubic B‐spline scaling functions. The method consists of expanding the required approximate solution as the elements of cubic B‐spline scaling function. Using the operational matrix of derivative, the problem will be reduced to a set of algebraic equations. Some numerical examples are included to demonstrate the validity and applicability of the technique. The method is easy to implement and produces very accurate results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009