Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators with unbounded drift

We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (cf. J. Non-Newtonian Fluid Mech. 139:153--176, 2006) for the numerical solution of high-dimensional Fokker--Planck equations featuring in Navier--Stokes--Fokker--Planck systems that arise in kinetic models...

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Bibliographic Details
Main Authors: Figueroa, L, Suli, E
Format: Report
Published: Foundations of Computational Mathematics 2011