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math.NA2021
On a structure-preserving numerical method for fractional Fokker-Planck equations
Nathalie Ayi, Maxime Herda, Hélène Hivert +1
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic Lévy-Fokker-Planck equation. The discretizations are designed to preserve the main fea…
math.NA2018★ 9 cited
Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit
Nathalie Ayi, Erwan Faou
We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical…