Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

DOI10.1051/M2AN:2008051zbMATH Open1180.82136OpenAlexW2075902236MaRDI QIDQ3638263FDOQ3638263

Authors: D. J. Knezevic, Endre Süli 

Publication date: 2 July 2009

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/194458

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zbMATH Keywords

Fokker-Planck equationsspectral methodsunbounded coefficientspolymer chainsfinitely extendible nonlinear elastic model (FENE)transport-diffusion problems

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of polymers (82D60)

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Cited In (12)

• The entropy satisfying discontinuous Galerkin method for Fokker-Planck equations
• A Galerkin type method for kinetic Fokker-Planck equations based on Hermite expansions
• Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients
• Existence and equilibration of global weak solutions to kinetic models for dilute polymers. I: Finitely extensible nonlinear bead-spring chains
• A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model
• Parallelizing the Kolmogorov Fokker Planck equation
• A conservative scheme for the Fokker-Planck equation with applications to viscoelastic polymeric fluids
• Global well-posedness for the microscopic FENE model with a sharp boundary condition
• Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators
• Numerical simulation of the time-fractional Fokker-Planck equation and applications to polymeric fluids
• Distributed control of uncertain systems using superpositions of linear operators
• On the approximation of the Fokker-Planck equation of the finitely extensible nonlinear elastic dumbbell model. I: A new weighted formulation and an optimal spectral-Galerkin algorithm in two dimensions

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