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Numerical Approach To Fokker–Planck Equations For Brownian Motors

Author

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  • MARCIN KOSTUR

    (Department of Physics, University of Maine, 04473 Orono, Maine, USA;
    Institute of Physics, Silesian University, Bankowa 14, 40-007 Katowice, Poland)

Abstract

The numerical approach to a large class of one- and two-dimensional Fokker–Planck equations (FPE) often encountered in modeling Brownian Motors is presented. The method is based on Finite Element scheme with additional modifications for specific problems. We compare results from discretization of FPE with those obtained from Monte Carlo (MC) simulation of the corresponding Langevin equations. Accuracy, efficiency and applicability are also discussed.

Suggested Citation

  • Marcin Kostur, 2002. "Numerical Approach To Fokker–Planck Equations For Brownian Motors," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(09), pages 1157-1176.
    • Handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:09:n:s0129183102004030
    DOI: 10.1142/S0129183102004030
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