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Approximations for the numerical solution of a Fokker-Planck Equation with reflecting boundary conditions

Åström, Karl Johan LU (1962) In IBM Nordiska Laboratorier
Abstract
The parabolic equation is approximated by a set of ordinary differential equations and by finite difference equations. special attention is given to the approximation of the boundary condition. Some identities suitable to check numerical calculations are also derived.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Book/Report
publication status
published
subject
in
IBM Nordiska Laboratorier
issue
TN 18.072
pages
21 pages
publisher
IBM Nordic Laboratory
language
English
LU publication?
yes
id
5d103392-8ce6-4c11-a728-e3e0a0becf23
date added to LUP
2018-12-09 13:14:16
date last changed
2019-01-02 16:14:45
@techreport{5d103392-8ce6-4c11-a728-e3e0a0becf23,
  abstract     = {{The parabolic equation is approximated by a set of ordinary differential equations and by finite difference equations. special attention is given to the approximation of the boundary condition. Some identities suitable to check numerical calculations are also derived.}},
  author       = {{Åström, Karl Johan}},
  institution  = {{IBM Nordic Laboratory}},
  language     = {{eng}},
  number       = {{TN 18.072}},
  series       = {{IBM Nordiska Laboratorier}},
  title        = {{Approximations for the numerical solution of a Fokker-Planck Equation with reflecting boundary conditions}},
  url          = {{https://lup.lub.lu.se/search/files/56118315/IBM_TN18072_KJAstrom.pdf}},
  year         = {{1962}},
}