Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence

DOI10.4208/cicp.oa-2023-0021arXiv2106.01344MaRDI QIDQ6049605

Jian-Guo Liu, Yuan Gao

Publication date: 15 September 2023

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.01344

zbMATH Keywords

non-equilibrium thermodynamicsexponential ergodicitysymmetric decompositionstructure-preserving numerical schemeenhancement by mixture

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (1)

Structure preserving schemes for Fokker-Planck equations of irreversible processes

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