Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations
Numerical Analysis
2015-05-08 v1
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 Schr\"odinger operator. These theoretical results are supported by numerical simulations showcasing the efficiency of the method.
Cite
@article{arxiv.1505.01571,
title = {Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations},
author = {V. Bonnaillie-Noël and J. A. Carrillo and T. Goudon and G. A. Pavliotis},
journal= {arXiv preprint arXiv:1505.01571},
year = {2015}
}