ITERATIVE ALGORITHM FOR KINETIC TYPE FOKKER-PLANCK EQUATION
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Keywords

forward-backward partial differential equation, two-way partial differential equation, finite difference method, Fokker-Planck equation, direct method, iterative method.

Abstract

So far, the standard implementation of finite difference schemes for forward-backward partial differential equations has included in employing an iterative method. This paper proposes an iterative algorithm for Fokker-Planck type kinetic equation, which can be compared with the direct algorithm. An effective way of choosing the seed for the iterative method naturally arises.

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