A lattice Boltzmann model for the Fokker-Planck equation |
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| Authors: | Fangfang Wu Fang Liu |
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| Institution: | a College of Mathematics, Jilin University, Changchun 130012, PR China
b School of Basic Sciences, Changchun University of Technology, Changchun 130012, PR China |
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| Abstract: | 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. |
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| Keywords: | Lattice Boltzmann model Fokker-Planck equation Stochastic process Variable coefficient |
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