This project implements a time-dependent Fokker-Planck equation solver for 1D diffusions using the SfePy library.
The initial condition is set to a nascent delta function, and the Crank-Nicolson method is used for time integration.
This project implements a time-dependent Fokker-Planck equation solver for 1D diffusions using the SfePy library.
The initial condition is set to a nascent delta function, and the Crank-Nicolson method is used for time integration.