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

DOI10.1016/S0898-1221(03)90202-1MaRDI QIDQ1879574zbMATH OpenOpenAlexFDO

Authors Anton Arnold, A. Unterreiter

Publication date 23 September 2004

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(03)90202-1

zbMATH Keywords

Exponential decay rateFokker-Planck equationLogarithmic Sobolev inequalityRelative entropy

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• An entropy scheme for the Fokker-Planck collision operator of plasma kinetic theory
• Conservative and entropy decaying numerical scheme for the isotropic Fokker-Planck-Landau equation
• Logarithmic Sobolev Inequalities
• Numerical Solution of an Ionic Fokker--Planck Equation with Electronic Temperature
• ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
• On the trend to equilibrium for the Fokker-Planck equation: an interplay between physics and functional analysis.

Cited in

(15)

• Entropy dissipation of Fokker-Planck equations on graphs
• New fast accurately conservative scheme for solving numerically the time-dependent isotropic Fokker-Planck equation
• Entropy decay in the Swendsen-Wang dynamics on \(\mathbb{Z}^d\)
• Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker-Planck equations
• Exponential decay of Rényi divergence under Fokker-Planck equations
• A piezoelectric Euler-Bernoulli beam with dynamic boundary control: stability and dissipative FEM
• Entropy dissipation semi-discretization schemes for Fokker-Planck equations
• Long-time asymptotics of a multiscale model for polymeric fluid flows
• Entropy-dissipative discretization of nonlinear diffusion equations and discrete Beckner inequalities
• Discrete–time ratchets, the Fokker–Planck equation and Parrondo's paradox
• An entropy satisfying discontinuous Galerkin method for nonlinear Fokker-Planck equations
• Entropy decay for interacting systems via the Bochner-Bakry-Émery approach
• Long-time behavior of non-local in time Fokker-Planck equations via the entropy method
• Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations
• Convergence of an entropic semi-discretization for nonlinear Fokker-Planck equations in R^d

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