A generic Chang and Cooper solver for Fokker-Planck style equations
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Updated
Dec 31, 2020 - Python
A generic Chang and Cooper solver for Fokker-Planck style equations
Matrix classes for matrices that are block-tridiagonal and sparse, and simply "block sparse". These talk together, and furthermore containts an algorithm for inversion of the block-tridiagonal version. Much faster than the numpy and scipy equivalents when a particular matrix is block tridiagonal and large enough.
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