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Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker–Planck equations

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0 Published in 2020 at "Numerische Mathematik"

DOI: 10.1007/s00211-019-01094-y

Abstract: In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker–Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence to the equilibrium of… read more here.

Keywords: fokker planck; time; coercivity hypocoercivity; planck equations ... See more keywords