Convergences of the squareroot approximation scheme to the Fokker–Planck operator
From MaRDI portal
Publication:4630545
DOI10.1142/S0218202518500562zbMath1411.65121OpenAlexW2888484855WikidataQ129359952 ScholiaQ129359952MaRDI QIDQ4630545
Publication date: 27 March 2019
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218202518500562
Random operators and equations (aspects of stochastic analysis) (60H25) Discrete approximations in optimal control (49M25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Homogenization for problems in thermodynamics and heat transfer (80M40) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08) Fokker-Planck equations (35Q84)
Related Items (14)
Consistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator ⋮ A review of Girsanov reweighting and of square root approximation for building molecular Markov state models ⋮ A convergent finite volume scheme for dissipation driven models with volume filling constraint ⋮ Mathematical analysis of a thermodynamically consistent reduced model for iron corrosion ⋮ Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning ⋮ Stochastic homogenization of random walks on point processes ⋮ Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows ⋮ On the square-root approximation finite volume scheme for nonlinear drift-diffusion equations ⋮ Finite Volumes for a Generalized Poisson-Nernst-Planck System with Cross-Diffusion and Size Exclusion ⋮ A variational finite volume scheme for Wasserstein gradient flows ⋮ Extending transition path theory: periodically driven and finite-time dynamics ⋮ The fractional \(p\)-Laplacian emerging from homogenization of the random conductance model with degenerate ergodic weights and unbounded-range jumps ⋮ A Convergent Discretization Method for Transition Path Theory for Diffusion Processes ⋮ Variational Asymptotic Preserving Scheme for the Vlasov--Poisson--Fokker--Planck System
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Geodesic convexity of the relative entropy in reversible Markov chains
- Recent progress on the random conductance model
- On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion
- Integral representation results for energies defined on stochastic lattices and application to nonlinear elasticity
- Gradient flows of the entropy for finite Markov chains
- On the Cauchy problem for Boltzmann equations: Global existence and weak stability
- Residual flux-based a posteriori error estimates for finite volume and related locally conservative methods
- Functional analysis, Sobolev spaces and partial differential equations
- Random walks and exclusion processes among random conductances on random infinite clusters: homogenization and hydrodynamic limit
- An introduction to the theory of point processes
- An introduction to \(\Gamma\)-convergence
- Stochastic homogenization of rate-independent systems and applications
- Robust Perron cluster analysis in conformation dynamics
- Fokker-Planck equations for a free energy functional or Markov process on a graph
- Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps
- Homogenization for heat transfer in polycrystals with interfacial resistances
- A Square Root Approximation of Transition Rates for a Markov State Model
- An optimal quantitative two-scale expansion in stochastic homogenization of discrete elliptic equations
- An extension of the stochastic two-scale convergence method and application
- The Variational Formulation of the Fokker--Planck Equation
- Gamma-convergence of gradient flows with applications to Ginzburg-Landau
- Quenched invariance principles for random walks on percolation clusters
- A cell-centred finite-volume approximation for anisotropic diffusion operators on unstructured meshes in any space dimension
- A finite volume method for the Laplace equation on almost arbitrary two-dimensional grids
- An asymmetrical finite difference network
- Finite volume approximation of elliptic problems and convergence of an approximate gradient
This page was built for publication: Convergences of the squareroot approximation scheme to the Fokker–Planck operator
