"The stochastic integrate and fire neuron is
one of the most commonly used stochastic models
Although some cases are analytically
tractable, a full analysis typically calls for numerical
We present a fast and accurate finite volume
method to approximate the solution of the associated
Fokker-Planck equation. ..."
Marpeau F, Barua A, Josic K (2009) A finite volume method for stochastic integrate-and-fire models. J Comput Neurosci 26:445-57 [PubMed]