A structure preserving scheme for the Kolmogorov-Fokker-Planck equation

DOI10.1016/j.jcp.2016.11.009zbMath1378.35086arXiv1411.1019OpenAlexW2264204111MaRDI QIDQ1691746

Erich L. Foster, Minh-Binh Tran, Jérôme Lohéac

Publication date: 25 January 2018

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

Full work available at URL: https://arxiv.org/abs/1411.1019

zbMATH Keywords

Kolmogorov equationself-similar variableslong time simulation

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Geometric theory, characteristics, transformations in context of PDEs (35A30) Hypoelliptic equations (35H10) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

Related Items

On a structure-preserving numerical method for fractional Fokker-Planck equations, Spectral methods for Langevin dynamics and associated error estimates, A structure-preserving method for a class of nonlinear dissipative wave equations with Riesz space-fractional derivatives, On a discrete framework of hypocoercivity for kinetic equations, A Numerical Scheme for Wave Turbulence: 3-Wave Kinetic Equations, Hypocoercivity-compatible Finite Element Methods for the Long-time Computation of Kolmogorov's Equation, A compact fourth-order in space energy-preserving method for Riesz space-fractional nonlinear wave equations, Hypocoercivity and diffusion limit of a finite volume scheme for linear kinetic equations, Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker-Planck equations, A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations

Uses Software

• MOVCOL4

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