Numerical solution of the Fokker–Planck equation with variable coefficients
✍ Scribed by Arnold D. Kim; Paul Tranquilli
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 333 KB
- Volume
- 109
- Category
- Article
- ISSN
- 0022-4073
No coin nor oath required. For personal study only.
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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
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