Spectral Galerkin approximation of Fokker−Planck equations with unbounded drift

The paper is concerned with the analysis and implementation of a spectral Galerkin method for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and nu...

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Bibliographic Details
Main Authors: Knezevic, D, Süli, E
Format: Report
Published: Oxford University Computing Laboratory 2007