Details

Autor(en) / Beteiligte

• Wang, Tian-jun
• Guo, Ben-yu

Titel

Composite generalized Laguerre–Legendre pseudospectral method for Fokker–Planck equation in an infinite channel

Ist Teil von

• Applied numerical mathematics, 2008-10, Vol.58 (10), p.1448-1466

Ort / Verlag

Amsterdam: Elsevier B.V

Erscheinungsjahr

2008

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• In this paper, we propose a composite generalized Laguerre–Legendre pseudospectral method for the Fokker–Planck equation in an infinite channel, which behaves like a parabolic equation in one direction, and behaves like a hyperbolic equation in other direction. We establish some approximation results on the composite generalized Laguerre–Legendre–Gauss–Radau interpolation, with which the convergence of proposed composite scheme follows. An efficient implementation is provided. Numerical results show the spectral accuracy in space of this approach and coincide well with theoretical analysis. The approximation results and techniques developed in this paper are also very appropriate for many other problems on multiple-dimensional unbounded domains, which are not of standard types.