Numerical Solution of the Fokker-Planck Equation Using Orthogonal Collocation
William Junio Lima,
Fran Sérgio Lobato
Abstract:This study aims to propose a numerical methodology to solve the Fokker-Planck Equation using the Orthogonal Collocation Method. In this approach, the original problem, represented by a partial differential equation, is rewritten as a system of initial value equations via discretization of spatial variable. The resulting system is integrated considering the Runge-Kutta-Fehlberg Method. The proposed methodology is applied in three case studies that presented an analytical solution. The obtained results demonstra… Show more
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