Multi-Domain Decomposition Pseudospectral Method for Nonlinear Fokker-Planck Equations

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  • 1 School of Statistics and Mathematics, Shanghai Lixin University of Accounting and Finance, Shanghai 201209, China;
    2 School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471003, China

Received date: 2018-05-01

  Revised date: 2018-11-11

  Online published: 2019-06-20

Supported by

The work of Tao Sun is supported in part by the NSF of China (Grant numbers 11401380, 11671166 and 11701371). The work of Tian-jun Wang is supported in part by the NSF of China (Grant numbers 11371123, 11571151 and 11771299).

Abstract

Results on the composite generalized Laguerre-Legendre interpolation in unbounded domains are established. As an application, a composite Laguerre-Legendre pseudospectral scheme is presented for nonlinear Fokker-Planck equations on the whole line. The convergence and the stability of the proposed scheme are proved. Numerical results show the efciency of the scheme and conform well to theoretical analysis.

Cite this article

Tao Sun, Tian-jun Wang . Multi-Domain Decomposition Pseudospectral Method for Nonlinear Fokker-Planck Equations[J]. Communications on Applied Mathematics and Computation, 2019 , 1(2) : 231 -252 . DOI: 10.1007/s42967-019-00013-0

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