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Spectral Galerkin approximation of Fokker−Planck equations with unbounded drift

Abstract:

The paper is concerned with the analysis and implementation of a spectral Galerkin method for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domai...

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Authors


David J. Knezevic More by this author
Endre Süli More by this author
Publisher:
Oxford University Computing Laboratory
Publication date:
2007-09-01
URN:
uuid:4c6ad137-64ff-467c-ae41-b01100c1aa79
Local pid:
cs:6

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