Paper Info
Title
Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions
Abstract
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker–Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution. The proposed methods are capable to preserve physical properties in the approximation of statistical moments of the problem like nonnegativity, entropy dissipation and asymptotic behaviour of the expected solution. The introduced methods are second order accurate in the transient regimes and high order for large times. We present applications of the developed schemes to the case of fixed and dynamic background distribution for models of collective behaviour.
Year
DOI
Venue
2020
10.1016/j.matcom.2019.07.012
Mathematics and Computers in Simulation
Keywords
Field
DocType
Uncertainty quantification,Stochastic Galerkin,Fokker–Planck equations,Collective behaviour
Fokker–Planck equation,Applied mathematics,Dissipation,Mathematical analysis,Galerkin method,Mathematics,Method of moments (statistics)
Journal
Volume
ISSN
Citations 
168
0378-4754
0
PageRank 
References 
Authors
0.34
6
1
Name
Order
Citations
PageRank
mattia zanella1234.49