Efficient numerical calculation of drift and diffusion coefficients for the diffusion approximation of kinetic equations - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles IMA Journal of Numerical Analysis Year : 2016

Efficient numerical calculation of drift and diffusion coefficients for the diffusion approximation of kinetic equations

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 Schrodinger operator. These theoretical results are supported by numerical simulations showcasing the efficiency of the method.
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Dates and versions

hal-01270345 , version 1 (07-02-2016)

Identifiers

  • HAL Id : hal-01270345 , version 1

Cite

Thierry Goudon, Virginie Bonnaillie-Noël, José Antonio Carrillo, Pavliotis Greg. Efficient numerical calculation of drift and diffusion coefficients for the diffusion approximation of kinetic equations. IMA Journal of Numerical Analysis, 2016. ⟨hal-01270345⟩
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