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Numerical solution of a simple Fokker-Planck equation

✍ Scribed by V. Vanaja


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
861 KB
Volume
9
Category
Article
ISSN
0168-9274

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Using the IMSL package TWODEPEP, the full non-relativistic Fokker-Planck equation is solved numerically for the runaway electron distribution function in the presence of a dc electric field. A set of partial integro-differential equations derived from a Legendre expansion of the Fokker-Planck equati

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Numerical solution of the Fokker Planck equation for the probability density function of a stochastic process by traditional finite difference or finite element methods produces erroneous oscillations and negative values whenever the drift is large compared to the diffusion. Upwinding schemes to eli