Numerical Solution of the Fokker-Planck Equation Using Orthogonal Collocation
DOI:
https://doi.org/10.14808/sci.plena.2023.119901Keywords:
fokker-planck equation, orthogonal collocation, numerical methodAbstract
This study aims to propose a numerical methodology to solve the Fokker-Planck Equation using the Orthogonal Collocation Method. In this approach, the original problem, represented by a partial differential equation, is rewritten as a system of initial value equations via discretization of spatial variable. The resulting system is integrated considering the Runge-Kutta-Fehlberg Method. The proposed methodology is applied in three case studies that presented an analytical solution. The obtained results demonstrate that the proposed approach is a good alternative for solving this class of problems.
Keywords: Fokker-Planck Equation, Orthogonal Collocation, Numerical Method.
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Copyright (c) 2023 William Junio Lima, Fran Sérgio Lobato
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