Abstract
The generalized finite difference method (GFDM) has been proved to be a good meshless method to solve several both linear and nonlinear partial differential equations (PDEs): wave propagation, advection-diffusion, plates, beams, etc.In this paper it is shown the application of the GFDM for solving the linear and nonlinear Fokker-Planck equation in 2D and 3D.Criteria for convergence of fully explicit method using GFDM for Fokker-Planck equation in 2D and 3D are given.
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