Numerical solution of fokker-planck equation using the cubic B-spline scaling functions

Lakestanı M., Dehghan M.

Numerical Methods for Partial Differential Equations, cilt.25, sa.2, ss.418-429, 2009 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 25 Sayı: 2
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1002/num.20352
  • Dergi Adı: Numerical Methods for Partial Differential Equations
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.418-429
  • Anahtar Kelimeler: Cubic B-spline, Fokker-planck equation, Nonlinear dynamics, Scaling functions, Wavelets
  • Van Yüzüncü Yıl Üniversitesi Adresli: Evet

Özet

In this article a numerical technique is presented for the solution of Fokker-Planck equation. This method uses the cubic B-spline scaling functions. The method consists of expanding the required approximate solution as the elements of cubic B-spline scaling function. Using the operational matrix of derivative, the problem will be reduced to a set of algebraic equations. Some numerical examples are included to demonstrate the validity and applicability of the technique. The method is easy to implement and produces very accurate results. © 2008 Wiley Periodicals, Inc.