Uniform error estimate of an asymptotic preserving scheme for the Lévy-Fokker-Planck equation

Sun, Weiran; Wang, Li

doi:10.1090/mcom/3975

Uniform error estimate of an asymptotic preserving scheme for the Lévy-Fokker-Planck equation
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by Weiran Sun and Li Wang;

Math. Comp. 94 (2025), 681-725

DOI: https://doi.org/10.1090/mcom/3975

Published electronically: May 1, 2024

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Abstract:

We establish a uniform-in-scaling error estimate for the asymptotic preserving (AP) scheme proposed by Xu and Wang [Commun. Math. Sci. 21 (2023), pp. 1–23] for the Lévy-Fokker-Planck (LFP) equation. The main difficulties stem not only from the interplay between the scaling and numerical parameters but also the slow decay of the tail of the equilibrium state. We tackle these problems by separating the parameter domain according to the relative size of the scaling parameter $\varepsilon$: in the regime where $\varepsilon$ is large, we design a weighted norm to mitigate the issue caused by the fat tail, while in the regime where $\varepsilon$ is small, we prove a strong convergence of LFP towards its fractional diffusion limit with an explicit convergence rate. This method extends the traditional AP estimates to cases where uniform bounds are unavailable. Our result applies to any dimension and to the whole span of the fractional power.

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