Numerical Solutions of the Fokker–Planck Equation for Magnetic Nanoparticles

We present a method to solve numerically the Fokker-Planck equation for a uniformly magnetized nanoparticle. This approach is an algebraic formulation scheme that uses integral variables associated with space and time elements. This new method is compared with a spectral collocation method, similar to that referenced in a previous article. The stationary distribution, the eigenvalues of the Fokker-Planck operator, and the self-covariance function obtained from the two approaches are compared. The numerically calculated stationary distributions are also checked against analytical results.