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]

@article{RothKSZ14,
  title = {A Semi-Lagrangian Method for 3-D Fokker Planck Equations for Stochastic Dynamical Systems on the Sphere},
  author = {A. Roth and A. Klar and Bernd Simeon and Evgeniy Zharovsky},
  year = {2014},
  doi = {10.1007/s10915-014-9835-z},
  url = {http://dx.doi.org/10.1007/s10915-014-9835-z},
  researchr = {https://researchr.org/publication/RothKSZ14},
  cites = {0},
  citedby = {0},
  journal = {J. Sci. Comput.},
  volume = {61},
  number = {3},
  pages = {513-532},
}