Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions.

Boehm, Udo; Cox, Sonja; Gantner, Gregor; Stevenson, Rob

Boehm, Udo; Cox, Sonja; Gantner, Gregor; Stevenson, Rob.

Afiliação

Boehm U; Department of Psychology, University of Amsterdam, PO Box 15906, 1001 NK Amsterdam, The Netherlands.
Cox S; Korteweg-de Vries (KdV) Institute for Mathematics, University of Amsterdam, PO Box 94248, 1090 GE Amsterdam, The Netherlands.
Gantner G; Institute of Analysis and Scientific Computing, TU Wien, Wiedner Hauptstraße 8-10, 1040 Vienna, Austria.
Stevenson R; Korteweg-de Vries (KdV) Institute for Mathematics, University of Amsterdam, PO Box 94248, 1090 GE Amsterdam, The Netherlands.

BIT Numer Math ; 62(4): 1355-1382, 2022.

Article em En | MEDLINE | ID: mdl-36415672

Palavras-chave

FokkerPlanck equation; Parameter-dependent PDE; Space-time variational formulation; Sparse tensor product interpolation; Time-dependent spatial domain

Texto completo

Imprimir

XML

PubMed Links

Buscar no Google

Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Tipo de estudo: Prognostic_studies / Risk_factors_studies Idioma: En Ano de publicação: 2022 Tipo de documento: Article

Texto completo

Imprimir

XML

PubMed Links

Buscar no Google