Conservative stabilized Runge-Kutta methods for the Vlasov-Fokker-Planck equation

Iterative methods for solving non linear Fokker-Planck equation

Explicit Stabilized Runge-Kutta Methods

High order Runge-Kutta-Nyström splitting methods for the Vlasov-Poisson equation

In this work, we derive the order conditions for fourth order time splitting schemes in the case of the 1D Vlasov-Poisson system. Computations to obtain such conditions are motivated by the specific Poisson structure of the Vlasov-Poisson system : this structure is similar to Runge-Kutta-Nyström systems. The obtained conditions are proved to be the same as RKN conditions derived for ODE up to t...

The Fokker-Planck equation

In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...

The Fokker-Planck Equation

Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...