An asymptotic preserving scheme for L\'{e}vy-Fokker-Planck equation with fractional diffusion limit

In this paper, we develop a numerical method for the Lévy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional Laplacian operator to a power law decay distribution. The other aris...

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Veröffentlicht in:	arXiv.org 2021-03
Hauptverfasser:	Xu, Wuzhe, Wang, Li
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic properties Chebyshev approximation Fokker-Planck equation Mathematical analysis Numerical methods Polynomials Spectral methods Stiffness
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