Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
David J. Knezevic, Endre Süli (2008)
ESAIM: Mathematical Modelling and Numerical Analysis
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This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential that is equal to +∞ along the boundary ∂ of the computational domain . Using...