@Article{CMR-38-431,
author = {Guo , NingboChen , Yaming and Deng , Xiaogang},
title = {A Lifting Method for Fokker-Planck Equations with Drift-Admitting Jumps},
journal = {Communications in Mathematical Research },
year = {2022},
volume = {38},
number = {3},
pages = {431--448},
abstract = {<p style="text-align: justify;">We develop in this paper a lifting method for Fokker-Planck equations with drift-admitting jumps, such that high-order finite difference schemes
can be constructed directly based on grids with pure solution points. To illustrate the idea, we present as an example the construction of a fifth-order finite
difference scheme. The validity of the scheme is demonstrated by conducting numerical experiments for the cases with drift admitting one jump and
two jumps, respectively. Additionally, by introducing a splitting technique, we
show that the lifting method can be extended to high dimensions. In particular, a two-dimensional case is studied in details to show the effectiveness of the
extension.</p>},
issn = {2707-8523},
doi = {https://doi.org/10.4208/cmr.2022-0012},
url = {http://global-sci.org/intro/article_detail/cmr/20964.html}
}