Conservative finite-difference schemes for the Fokker-Planck equations not violating the law of an increasing entropy

Authors:
Yu A. Berezin;V. N. Khudick;M. S. Pekker
Affiliations:
Institute of Nuclear Physics, Novosibirsk, USSR;Institute of Nuclear Physics, Novosibirsk, USSR;Institute of Nuclear Physics, Novosibirsk, USSR
Venue:
Journal of Computational Physics
Year:
1987

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Abstract