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A hypocoercivity-exploiting stabilised finite element method for Kolmogorov equation
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Reporter:
Zhaonan Dong, Professor, Inria Paris, France
Inviter:
Shipeng Mao, Professor
Subject:
A hypocoercivity-exploiting stabilised finite element method for Kolmogorov equation
Time and place:
16:00-17:00 March 21 (Thursday), Z311
Abstract:

We propose a new stabilised finite element method for the classical Kol- mogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterised by degener- ate diffusion. The stabilisation is constructed so that the resulting method admits a numerical hypocoercivity property, analogous to the correspond- ing property of the PDE problem. More specifically, the stabilisation is constructed so that spectral gap is possible in the resulting “stronger-than- energy” stabilisation norm, despite the degenerate nature of the diffusion in Kolmogorov, thereby the method has a provably robust behaviour as the “time” variable goes to infinity. We consider both a spatially discrete version of the stabilised finite element method and a fully discrete version, with the time discretisation realised by discontinuous Galerkin timestepping. Both stability and a priori error bounds are proven in all cases. Numerical exper- iments verify the theoretical findings