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