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Article Dans Une Revue Kinetic and Related Models Année : 2009

PARTICLE APPROXIMATION OF SOME LANDAU EQUATIONS

Résumé

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of [6, 7, 4], we propose a probabilistic interpretation of such a P.D.E. in terms of a nonlinear stochastic differential equation driven by a standard Brownian motion. We derive a numerical scheme, based on a system of n particles driven by n Brownian motions, and study its rate of convergence. We finally deal with the possible extension of our numerical scheme to the case of the Landau equation for soft potentials, and give some numerical results.

Dates et versions

hal-00693126 , version 1 (01-05-2012)

Identifiants

Citer

Nicolas Fournier. PARTICLE APPROXIMATION OF SOME LANDAU EQUATIONS. Kinetic and Related Models , 2009, 2 (3), pp.451--464. ⟨10.3934/krm.2009.2.451⟩. ⟨hal-00693126⟩
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