Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations

DOI10.1093/imanum/drv066zbMath1433.82009arXiv1505.01571OpenAlexW1521722756MaRDI QIDQ4683731

Thierry Goudon, Grigorios A. Pavliotis, Virginie Bonnaillie-Noël, José Antonio Carrillo

Publication date: 26 September 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.01571

zbMATH Keywords

eigenvalue problemSchrödinger operatorsdiffusion approximation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic particle methods (65C35) Monte Carlo methods applied to problems in statistical mechanics (82M31)

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