Numerical approximation of high-dimensional Fokker-Planck equations (C08)

• Subject Area: Mathematics ; Experimental and Theoretical Physics of Polymers ; Statistical Physics, Nonlinear Dynamics, Complex Systems, Soft and Fluid Matter, Biological Physics
• Term: from 2020 to 2022
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 233630050

The goal of this project is the development of numerical methods for the error-controlled approximation of Fokker-Planck equations in high dimensions, with particular focus on equations describing dilute polymer solutions and solutions with active particles. Two different classes of approximations are considered: sparse product basis expansions parameterized by low-rank tensor decompositions, and approximations by sums of high-dimensional Gaussian functions.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 146: Multiscale Simulation Methods in Soft Matter Systems
• Applicant Institution: Johannes Gutenberg-Universität Mainz
• Project Head: Professor Dr. Markus Bachmayr