{
  "annotation_id": "72b2cd0a-4350-4da6-b201-175908ae544b",
  "date_created": "2026-03-02T18:00:32.490000Z",
  "date_modified": "2026-03-02T18:00:32.490000Z",
  "file_hash": "196ff9f445981f47a22e0ff9b378b56c272317698e84c33dc9b78ccbbafeeadc",
  "private": false,
  "record": {
    "abstract": "This paper explores the use of a discrete singular convolution algorithm as a\nunified approach for numerical integration of the Fokker-Planck equation. The\nunified features of the discrete singular convolution algorithm are discussed.\nIt is demonstrated that different implementations of the present algorithm,\nsuch as global, local, Galerkin, collocation, and finite difference, can be\ndeduced from a single starting point. Three benchmark stochastic systems, the\nrepulsive Wong process, the Black-Scholes equation and a genuine nonlinear\nmodel, are employed to illustrate the robustness and to test accuracy of the\npresent approach for the solution of the Fokker-Planck equation via a\ntime-dependent method. An additional example, the incompressible Euler\nequation, is used to further validate the present approach for more difficult\nproblems. Numerical results indicate that the present unified approach is\nrobust and accurate for solving the Fokker-Planck equation.",
    "arxiv_id": "physics/0004074",
    "authors": [
      "G. W. Wei"
    ],
    "categories": [
      "physics.comp-ph"
    ],
    "doi": "10.1088/0305-4470/33/27/311",
    "title": "A unified approach for the solution of the Fokker-Planck equation",
    "url": "https://arxiv.org/abs/physics/0004074"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "fb9b8ec4-bfc6-4881-8bb0-666fe5f58bbf",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}