This was part of
Reduced-Order Modeling for Complex Engineering Problems
Finite element approximation of Fokker–Planck–Kolmogorov equations with application to numerical homogenization
Timo Sprekeler, Texas A&M University
Monday, February 3, 2025
Abstract: We begin by discussing the finite element approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients, and one with merely essentially bounded measurable coefficients under a Cordes-type condition. These problems arise as governing equations for the invariant measure in the homogenization of nondivergence-form equations with large drifts. We then suggest and rigorously analyze an approximation scheme for the effective diffusion matrix in both settings, based on the finite element scheme for stationary FPK problems developed in the first part. This is joint work with Endre Süli (University of Oxford) and Zhiwen Zhang (The University of Hong Kong).