How to discretize a steady state Fokker Planck equation? For example
$$b(x)u_x - \sigma(x) u_{xx} = 0$$
subject to
$$u(x)\geq 0$$
$$\int_{\mathbb{R}} u(x) dx = 1$$
2026-04-24 05:18:29.1777007909
How to discretize steady state Fokker Planck equations
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