# American Institute of Mathematical Sciences

August  2018, 11(4): 697-714. doi: 10.3934/krm.2018028

## A Rosenau-type approach to the approximation of the linear Fokker-Planck equation

 Department of Mathematics, University of Pavia and IMATI-CNR, Pavia, Italy

Received  April 2017 Revised  May 2017 Published  April 2018

Fund Project: This work has been written within the activities of the National Group of Mathematical Physics (GNFM) of INdAM (National Institute of High Mathematics), and partially supported by the MIUR-PRIN Grant 2015PA5MP7 "Calculus of Variations".

The numerical approximation of the solution of the Fokker-Planck equation is a challenging problem that has been extensively investigated starting from the pioneering paper of Chang and Cooper in 1970 [8]. We revisit this problem at the light of the approximation of the solution to the heat equation proposed by Rosenau [25]. Further, by means of the same idea, we address the problem of a consistent approximation to higher-order linear diffusion equations.

Citation: Giuseppe Toscani. A Rosenau-type approach to the approximation of the linear Fokker-Planck equation. Kinetic & Related Models, 2018, 11 (4) : 697-714. doi: 10.3934/krm.2018028
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