The Fokker-Planck partial differential equation is used to compute the probability density function of the Heston stochastic local volatility model. The solution of the Fokker-Planck equation is required for the calibration of the leverage function, which plays an important role in the Heston stochastic local volatility model. The current study describes a numerical method for solving the nonlinear Fokker-Planck partial differential equation. The solution is demonstrated to converge to the one generated from the implied volatility surface by comparing call option prices.