Parallelizing the Kolmogorov-Fokker-Planck Equation
Numerical Analysis
2013-06-20 v1
Abstract
We design the first parallel scheme based on Schwarz waveform relaxation methods for the Kolmogorov-Fokker-Planck equation. We introduce a new convergence proof for the algorithms. We also provide results about the existence and uniqueness of a solution for this equation with several boundary conditions, in order to prove that our algorithms are well-posed. Numerical tests are also provided.
Keywords
Cite
@article{arxiv.1306.4596,
title = {Parallelizing the Kolmogorov-Fokker-Planck Equation},
author = {Luca Gerardo-Giorda and Minh-Binh Tran},
journal= {arXiv preprint arXiv:1306.4596},
year = {2013}
}