Greedy Approximation of High-Dimensional Ornstein-Uhlenbeck Operators

  title={Greedy Approximation of High-Dimensional Ornstein-Uhlenbeck Operators},
  author={Leonardo E. Figueroa and Endre S{\"u}li},
  journal={Foundations of Computational Mathematics},
We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (cf. J. Non-Newtonian Fluid Mech. 139:153–176, 2006) for the numerical solution of high-dimensional Fokker–Planck equations featuring in Navier–Stokes–Fokker–Planck systems that arise in kinetic models of dilute polymers. In the case of Poisson’s equation on a rectangular domain in R2, subject to a homogeneous Dirichlet boundary condition, the mathematical analysis of the algorithm was carried out… CONTINUE READING
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