Multi-Domain Decomposition Pseudospectral Method for Nonlinear Fokker–Planck Equations

Results on the composite generalized Laguerre–Legendre interpolation in unbounded domains are established. As an application, a composite Laguerre–Legendre pseudospectral scheme is presented for nonlinear Fokker–Planck equations on the whole line. The convergence and the stability of the proposed scheme are proved. Numerical results show the efficiency of the scheme and conform well to theoretical analysis.

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