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MR1933042 (2003j:65096) 65M70 (65M06 82C31)
Fok, Johnson C. M.; Guo, Benyu; Tang, Tao Combined Hermite spectral-finite difference method for the Fokker-Planck equation. Math. Comp. 71 (2002), no. 240, 1497--1528 (electronic).
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