Maximum principle for controlled fractional Fokker-Planck equations
نویسندگان
چکیده
منابع مشابه
Maximum-Principle-Satisfying Third Order Discontinuous Galerkin Schemes for Fokker-Planck Equations
We design and analyze up to third order accurate discontinuous Galerkin (DG) methods satisfying a strict maximum principle for Fokker–Planck equations. A procedure is established to identify an effective test set in each computational cell to ensure the desired bounds of numerical averages during time evolution. This is achievable by taking advantage of the two parameters in the numerical flux ...
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ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2015
ISSN: 1687-1847
DOI: 10.1186/s13662-015-0382-1