an:06056923
Zbl 1252.35265
Wu, Fangfang; Shi, Weiping; Liu, Fang
A lattice Boltzmann model for the Fokker-Planck equation
EN
Commun. Nonlinear Sci. Numer. Simul. 17, No. 7, 2776-2790 (2012).
1007-5704
2012
j
35Q84 35R60 60G20 65M22
lattice Boltzmann model; Fokker-Planck equation; stochastic process; variable coefficient
Summary: In this paper, a lattice Boltzmann model is presented for solving one and two-dimensional Fokker-Planck equations with variable coefficients. In particular, it is efficient to simulate one-dimensional stochastic processes governed by the Fokker-Planck equation. Numerical results agree well with the exact solutions, which indicates that the proposed model is suitable for solving the Fokker-Planck equation.