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Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators with unbounded drift

Abstract:

We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (cf. J. Non-Newtonian Fluid Mech. 139:153--176, 2006) for the numerical solution of high-dimensional Fokker--Planck equations featuring in Navier--Stokes--Fokker--Planck systems that arise in kinetic models of dilute polymers. In the case of Poisson's equation on a rectangular domain in $\mathbb{R}^2$, subject to a homogeneous Dirichlet boundary condition, the mathematical analysis of the algorithm w...

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Publisher:
Foundations of Computational Mathematics
Publication date:
2011-03-01
UUID:
uuid:223bb12a-1617-4d64-8664-af7348d3c5fb
Local pid:
oai:eprints.maths.ox.ac.uk:1058
Deposit date:
2011-05-20

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