A Semi-Lagrangian Method for 3-D Fokker Planck Equations for Stochastic Dynamical Systems on the Sphere

A. Roth, A. Klar, Bernd Simeon, Evgeniy Zharovsky. A Semi-Lagrangian Method for 3-D Fokker Planck Equations for Stochastic Dynamical Systems on the Sphere. J. Sci. Comput., 61(3):513-532, 2014. [doi]

Abstract

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