Uniform error estimate of an asymptotic preserving scheme for the L\'{e}vy-Fokker-Planck equation

arXiv2208.12302MaRDI QIDQ6506463FDOQ6506463

Authors: Weiran Sun, Li Wang 

Abstract: We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in cite{XW21} for the L'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and numerical parameters but also the slow decay of the tail of the equilibrium state. We tackle these problems by separating the parameter domain according to the relative size of the scaling $epsilon$: in the regime where $epsilon$ is large, we design a weighted norm to mitigate the issue caused by the fat tail, while in the regime where $epsilon$ is small, we prove a strong convergence of LFP towards its fractional diffusion limit with an explicit convergence rate. This method extends the traditional AP estimates to cases where uniform bounds are unavailable. Our result applies to any dimension and to the whole span of the fractional power.

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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