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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 domain D. Using a symme...

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David Knezevic More by this author
Endre Suli More by this author
Publication date:
2007-09-05
URN:
uuid:fdeaa025-2b83-4d67-a1c1-e0dc7ce7126a
Local pid:
oai:eprints.maths.ox.ac.uk:1086

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