Numerical approximation of kinetic Fokker–Planck equations with specular reflection boundary conditions

Abstract

This work is devoted to the analysis of a numerical approximation to a general multi-dimensional kinetic Fokker–Planck (FP) equation with reaction and source terms and subject to specular reflection boundary conditions. This numerical approximation is based on splitting the kinetic FP model into a transport equation in space and a FP diffusive model in the velocity coordinates. The former is discretized by a Kurganov-Tadmor finite-volume scheme, while the latter is approximated by a generalized Chang & Cooper finite-volume method. Time integration is performed by a strong stability-preserving Runge-Kutta method where the reaction and source terms are accommodated with a Strang splitting technique and the use of a Magnus integrator. It is proved that the resulting numerical solution method is conservative and positive preserving, in the case where the continuous model has these properties, and it is second-order accurate in time and in phase space in the L1-norm, subject to a CFL condition. Results of numerical experiments are reported that validate these theoretical results.