Error estimation of Hermite spectral method for nonlinear partial differential equations
Mathematics of Computation
Combined Hermite spectral-finite difference method for the Fokker-Planck equation
Mathematics of Computation
Generalized Hermite Spectral Method and its Applications to Problems in Unbounded Domains
SIAM Journal on Numerical Analysis
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Nonisotropic heat transfer in an infinite plate is considered. A weak formulation is derived, which is appropriate for its numerical simulation. The mixed Legendre-Hermite spectral method is proposed for this problem. Its convergence is proved. Numerical results show the efficiency of this new approach.