A structure preserving scheme for the Kolmogorov–Fokker–Planck equation

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Title
A structure preserving scheme for the Kolmogorov–Fokker–Planck equation
Authors
Keywords
Kolmogorov equation, Long time simulation, Self-similar variables
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 330, Issue -, Pages 319-339
Publisher
Elsevier BV
Online
2016-11-22
DOI
10.1016/j.jcp.2016.11.009

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