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

Hypoelliptic second order differential equations

Lars Hörmander · Acta Mathematica · 1967 · 2.4K citations · Full text

Natural Sciences, Mathematics, Differential Equations +5

Finite difference methods for ordinary and partial differential equations: steady-state and time-dependent problems

Choice Reviews Online · 2008 · 999 citations

Natural Sciences, Mathematics, Computational Mechanics +16

A practical difference scheme for Fokker-Planck equations

Jincai Chang, G. Cooper · Journal of Computational Physics · 1970 · 556 citations

Natural Sciences, Mathematics, Physics +14

A rescaling algorithm for the numerical calculation of blowing‐up solutions

Marsha Berger, Robert V. Kohn · Communications on Pure and Applied Mathematics · 1988 · 168 citations

Natural Sciences, Computational Engineering, Computational Fluid Dynamics +6

A Finite Volume Scheme for Nonlinear Degenerate Parabolic Equations

Marianne Bessemoulin‐Chatard, Francis Filbet · SIAM Journal on Scientific Computing · 2012 · 125 citations · Full text

Natural Sciences, Physics, Computational Physics +14