Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization (Q1879574)

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Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization
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    Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization (English)
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    23 September 2004
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    Fokker-Planck equation
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    Relative entropy
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    Logarithmic Sobolev inequality
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    Exponential decay rate
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