| Abstract: |
| A two-level scheme for the numerical solution to Fokker-Planck equation in two-dimensional computational domain is presented. The Chang-Cooper discretization is used, which is second-order accurate in space and ensure positiveness and satisfy the conservation of total probability. We investigate a two-level scheme with coarsening by a factor-of-three strategy. One potential advantage of coarsening by a factor-of-three strategy is that it simplifies the inter-grid transfer operators and hence the computations. Results of numerical experiments validate the efficiency of the proposed two-level Chang-Cooper scheme. |
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