Published in

Oxford University Press, IMA Journal of Numerical Analysis, 4(36), p. 1536-1569, 2016

DOI: 10.1093/imanum/drv066

Links

Tools

Export citation

Search in Google Scholar

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

Journal article published in 2015 by Virginie Bonnaillie-Noël, G. Pavlotis, José Antonio Carrillo ORCID, Thierry Goudon, Grigorios A. Pavliotis
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

Full text: Download

Green circle
Preprint: archiving allowed
Upload
Orange circle
Postprint: archiving restricted
Upload
Red circle
Published version: archiving forbidden
Policy details
Data provided by SHERPA/RoMEO

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.