Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

David J. Knezevic; Endre Süli

Displaying similar documents to “Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift”

A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model

David J. Knezevic, Endre Süli (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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We examine a heterogeneous alternating-direction method for the approximate solution of the FENE Fokker–Planck equation from polymer fluid dynamics and we use this method to solve a coupled (macro-micro) Navier–Stokes–Fokker–Planck system for dilute polymeric fluids. In this context the Fokker–Planck equation is posed on a high-dimensional domain and is therefore challenging from a computational point of view. The heterogeneous alternating-direction scheme combines a spectral Galerkin...

Finite element approximation of a Stefan problem with degenerate Joule heating

John W. Barrett, Robert Nürnberg (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We consider a fully practical finite element approximation of the following degenerate system $\frac{\partial}{\partial t} ρ (u) - \nabla . (α (u) \nabla u) ∋ σ (u) {| \nabla φ |}^{2}, \nabla . (σ (u) \nabla φ) = 0$ subject to an initial condition on the temperature, $u$ , and boundary conditions on both $u$ and the electric potential, $φ$ . In the above $ρ (u)$ is the enthalpy incorporating the latent heat of melting, $α (u) > 0$ is the temperature dependent heat conductivity, and $σ (u) \geq 0$ is the electrical conductivity. The latter is zero in the frozen zone, $u \leq 0$ , which gives rise to the degeneracy in this Stefan...

Mortar spectral element discretization of the Laplace and Darcy equations with discontinuous coefficients

Zakaria Belhachmi, Christine Bernardi, Andreas Karageorghis (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

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This paper deals with the mortar spectral element discretization of two equivalent problems, the Laplace equation and the Darcy system, in a domain which corresponds to a nonhomogeneous anisotropic medium. The numerical analysis of the discretization leads to optimal error estimates and the numerical experiments that we present enable us to verify its efficiency.

Discretization methods with analytical characteristic methods for advection-diffusion-reaction equations and 2d applications

Jürgen Geiser (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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Our studies are motivated by a desire to model long-time simulations of possible scenarios for a waste disposal. Numerical methods are developed for solving the arising systems of convection-diffusion-dispersion-reaction equations, and the received results of several discretization methods are presented. We concentrate on linear reaction systems, which can be solved analytically. In the numerical methods, we use large time-steps to achieve long simulation times of about 10 000 years. We...

Stability and convergence of two discrete schemes for a degenerate solutal non-isothermal phase-field model

Francisco Guillén-González, Juan Vicente Gutiérrez-Santacreu (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

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We analyze two numerical schemes of Euler type in time and finite-element type with $ℙ_{1}$ -approximation in space for solving a phase-field model of a binary alloy with thermal properties. This model is written as a highly non-linear parabolic system with three unknowns: phase-field, solute concentration and temperature, where the diffusion for the temperature and solute concentration may degenerate. The first scheme is nonlinear, unconditionally stable and convergent....