Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations
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Accepted version
Published version
Author(s)
Bonaille-Noel, V
Carrillo de la Plata, J
Goudon, T
Pavlotis, G
Type
Journal Article
Abstract
In this paper we study the diffusion approximation of a swarming model given by a system
of interacting Langevin equations with nonlinear friction. The diffusion approximation
requires the calculation of the drift and diffusion coefficients that are given as averages of
solutions to appropriate Poisson equations. We present a new numerical method for computing
these coefficients that is based on the calculation of the eigenvalues and eigenfunctions
of a Schr¨odinger operator. These theoretical results are supported by numerical simulations
showcasing the efficiency of the method.
of interacting Langevin equations with nonlinear friction. The diffusion approximation
requires the calculation of the drift and diffusion coefficients that are given as averages of
solutions to appropriate Poisson equations. We present a new numerical method for computing
these coefficients that is based on the calculation of the eigenvalues and eigenfunctions
of a Schr¨odinger operator. These theoretical results are supported by numerical simulations
showcasing the efficiency of the method.
Date Issued
2016-03-04
Date Acceptance
2015-11-30
Citation
IMA Journal of Numerical Analysis, 2016, 36 (4), pp.1536-1569
ISSN
0272-4979
Publisher
Oxford University Press
Start Page
1536
End Page
1569
Journal / Book Title
IMA Journal of Numerical Analysis
Volume
36
Issue
4
Copyright Statement
© The authors 2016. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited.
License URL
Sponsor
Engineering & Physical Science Research Council (EPSRC)
The Royal Society
Engineering & Physical Science Research Council (E
Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/J009636/1
WM120001
EP/K008404/1
EP/L025159/1
EP/L020564/1
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
diffusion approximation
eigenvalue problem
Schrodinger operators
FOKKER-PLANCK SYSTEM
POISSON-EQUATION
PERIODIC POTENTIALS
LIMIT
TRANSPORT
HOMOGENIZATION
DYNAMICS
PARTICLE
FIELD
COMPUTATIONS
Numerical & Computational Mathematics
0102 Applied Mathematics
0103 Numerical And Computational Mathematics
Publication Status
Published