A Finite Difference–Hybrid Block Framework for Efficient Solution of Fokker-Planck Problems
Year: 2026
Type: article
Abstract: We present a new numerical method to solve linear and non-linear Fokker-Planck equations. Our technique is based on a combination of finite differences and block hybrid methods. First, we discretize the Fokker-Planck equation in space through central finite differences, which yields a system of ordinary differential equations. Then, we employ a one-step hybrid block method with three optimized points to solve the resulting nonlinear system of ordinary differential equations. The fundamental properties of the proposed block hybrid method have been investigated in order to address its convergence. Numerical results validate the effectiveness of our proposed technique.
Institutions: University of Kashan, Universidad de Salamanca
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7151754698
FWCI:
Cites:
Cited by:
Related to: