Fixed-point approximation for self-consistent transfer operators with Newton's method
Abstract
Self consistent transfer operators arise naturally in the study of mean-field coupled dynamical systems and are closely related to kinetic PDEs such as the Vlasov equation. Despite substantial progress on existence and uniqueness of fixed points for self-consistent transfer operators, the development of fast, reliable, and provably accurate numerical methods remains largely unresolved. In this work, we construct a nonlinear Fourier-Fej\'er discretisation and establish convergence of the resulting finite-dimensional fixed point to that of the original self-consistent transfer operator. Further, using the nonlinear Fourier-Fej\'er discretisation, we prove exponential convergence of a sequential iteration scheme and develop a Newton framework with quadratic convergence. We present numerical examples demonstrating the efficiency and flexibility of the above methods.
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