scholarly journals On stochastic Langevin and Fokker-Planck equations: The two-dimensional case

2021 ◽  
Author(s):  
Andrea Pascucci ◽  
Antonello Pesce
Keyword(s):  
Dimensional Case ◽  
Two Dimensional ◽  
Fokker Planck Equations ◽  
Fokker Planck

NUMERICAL APPROACH TO FOKKER–PLANCK EQUATIONS FOR BROWNIAN MOTORS

2002 ◽  
Vol 13 (09) ◽  
pp. 1157-1176 ◽  
Author(s):  
MARCIN KOSTUR
Keyword(s):  
Monte Carlo ◽  
Numerical Approach ◽  
Langevin Equations ◽  
Two Dimensional ◽  
Finite Element Scheme ◽  
Brownian Motors ◽  
Element Scheme ◽  
Mc Simulation ◽  
Fokker Planck Equations ◽  
Fokker Planck

The numerical approach to a large class of one- and two-dimensional Fokker–Planck equations (FPE) often encountered in modeling Brownian Motors is presented. The method is based on Finite Element scheme with additional modifications for specific problems. We compare results from discretization of FPE with those obtained from Monte Carlo (MC) simulation of the corresponding Langevin equations. Accuracy, efficiency and applicability are also discussed.

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