Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
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 a symmetrization...