Numerical Simulation of Feller’s Diffusion Equation

Numerical Simulation of Feller’s Diffusion Equation

This article is devoted to <span style="font-variant: small-caps;">Feller</span>’s diffusion equation, which arises naturally in probability and physics (e.g., wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties...

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Bibliographic Details
Main Author:	Denys Dutykh
Format:	Article
Language:	English
Published:	MDPI AG 2019-11-01
Series:	Mathematics
Subjects:	feller equation parabolic equations lagrangian scheme fokker–planck equation probability distribution
Online Access:	https://www.mdpi.com/2227-7390/7/11/1067

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