Structure-Preserving Numerical Methods for Fokker-Planck Equations.

Hanna Bartel Joshua Lampert Hendrik Ranocha

Published in: CoRR (2024)

Keyphrases

numerical methods
structure preserving
differential equations
numerical solution
partial differential equations
dimensionality reduction
finite element method
black scholes
level set method
feature extraction
pattern recognition
high order
runge kutta
search space
computer architecture