G. M. Leonenko, Tim N. Phillips. Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients. J. Computational Applied Mathematics, 273:296-312, 2015. [doi]
@article{LeonenkoP15,
title = {Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients},
author = {G. M. Leonenko and Tim N. Phillips},
year = {2015},
doi = {10.1016/j.cam.2014.05.024},
url = {http://dx.doi.org/10.1016/j.cam.2014.05.024},
researchr = {https://researchr.org/publication/LeonenkoP15},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {273},
pages = {296-312},
}