Geodesic
On a class of difference schemes for Fokker–Planck equation
Matematičeskoe modelirovanie, Tome 10 (1998) no. 5, pp. 58-70 
S. E. Ananich. On a class of difference schemes for Fokker–Planck equation. Matematičeskoe modelirovanie, Tome 10 (1998) no. 5, pp. 58-70. http://geodesic.mathdoc.fr/item/MM_1998_10_5_a5/
@article{MM_1998_10_5_a5,
     author = {S. E. Ananich},
     title = {On a~class of difference schemes for {Fokker{\textendash}Planck} equation},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {58--70},
     year = {1998},
     volume = {10},
     number = {5},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_1998_10_5_a5/}
}
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Voir la notice de l'article provenant de la source Math-Net.Ru

Monotone difference schemes of the second order consistency on irregular space grids for Fokker–Planck equation were constructed and investigated. Stability of original problem with respect to initial data was shown. Approximation of the first difference derivative with the second order on arbitrary irregular grid was obtained. It was shown that the scheme possesses conservative properties on a harmonic grids.