Title
Diffusion front capturing schemes for a class of Fokker-Planck equations: Application to the relativistic heat equation
Abstract
In this research work we introduce and analyze an explicit conservative finite difference scheme to approximate the solution of initial-boundary value problems for a class of limited diffusion Fokker-Planck equations under homogeneous Neumann boundary conditions. We show stability and positivity preserving property under a Courant-Friedrichs-Lewy parabolic time step restriction. We focus on the relativistic heat equation as a model problem of the mentioned limited diffusion Fokker-Planck equations. We analyze its dynamics and observe the presence of a singular flux and an implicit combination of nonlinear effects that include anisotropic diffusion and hyperbolic transport. We present numerical approximations of the solution of the relativistic heat equation for a set of examples in one and two dimensions including continuous initial data that develops jump discontinuities in finite time. We perform the numerical experiments through a class of explicit high order accurate conservative and stable numerical schemes and a semi-implicit nonlinear Crank-Nicolson type scheme.
Year
DOI
Venue
2010
10.1016/j.jcp.2009.12.014
J. Comput. Physics
Keywords
Field
DocType
conservative finite difference scheme,limited diffusion,anisotropic diffusion,limited diffusion fokker-planck equation,explicit conservative finite difference,fokker-planck equation,fokker–planck equation,diffusion front,numerical experiment,relativistic heat equation,numerical approximation,courant-friedrichs-lewy parabolic time step,diffusion fronts,stable numerical scheme,fokker planck equation,two dimensions,heat equation,neumann boundary condition,crank nicolson
Anisotropic diffusion,Fokker–Planck equation,Boundary value problem,Nonlinear system,Mathematical analysis,FTCS scheme,Heat equation,Initial value problem,Mathematics,Diffusion equation
Journal
Volume
Issue
ISSN
229
7
Journal of Computational Physics
Citations 
PageRank 
References 
1
0.51
3
Authors
1
Name
Order
Citations
PageRank
Antonio Marquina143145.30