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Article Dans Une Revue IMA Journal of Numerical Analysis Année : 2016

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

Résumé

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 et versions

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

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  • HAL Id : hal-01270345 , version 1

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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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