A lattice Boltzmann model for the Fokker–Planck equation

In this paper, a lattice Boltzmann model is presented for solving one and two-dimensional Fokker–Planck equations with variable coefficients. In particular, it is efficient to simulate one-dimensional stochastic processes governed by the Fokker–Planck equation. Numerical results agree well with the exact solutions, which indicates that the proposed model is suitable for solving the Fokker–Planck equation.