  Density tracking by quadrature (DTQ) is a numerical procedure for computing
solutions to Fokker-Planck equations that describe probability densities for
stochastic differential equations (SDEs). In this paper, we extend upon
existing tensorized DTQ procedures by utilizing a flexible quadrature rule that
allows for unstructured, adaptive meshes. We propose and describe the procedure
for $N$-dimensions, and demonstrate that the resulting adaptive procedure is
significantly more efficient than a tensorized approach. Although we consider
two-dimensional examples, all our computational procedures are extendable to
higher dimensional problems.
