Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations

被引:6
作者
Bonnaillie-Noel, V. [1 ]
Carrillo, J. A. [2 ]
Goudon, T. [3 ,4 ]
Pavliotis, G. A. [2 ]
机构
[1] PSL Res Univ, Dept Math & Applicat, ENS Paris, CNRS,UMR 8553, 45 Rue Ulm, F-75230 Paris 05, France
[2] Imperial Coll London, Dept Math, 180 Queens Gate, London SW7 2AZ, England
[3] Inria, Project COFFEE, Sophia Antipolis Mediterranee Res Ctr, Parc Valrose, F-06108 Nice, France
[4] Univ Nice Sophia Antipolis, CNRS, UMR 7351, Lab JA Dieudonne, Parc Valrose, F-06108 Nice, France
基金
英国工程与自然科学研究理事会;
关键词
diffusion approximation; eigenvalue problem; Schrodinger operators; POISSON-EQUATION; LIMIT; TRANSPORT; PARTICLE; HOMOGENIZATION; COMPUTATIONS; BEHAVIOR; MODELS; SYSTEM;
D O I
10.1093/imanum/drv066
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 Schrodinger operator. These theoretical results are supported by numerical simulations showcasing the efficiency of the method.
引用
收藏
页码:1536 / 1569
页数:34
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