Numerical hypocoercivity for the Kolmogorov equation
DOI10.1090/mcom/3157zbMath1351.65059MaRDI QIDQ2826676
Alessio Porretta, Enrique Zuazua
Publication date: 18 October 2016
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/051a414ef1f34d1168a7a03e161dc3637a700416
energy method; finite-difference; Lyapunov functionals; semidiscretization; Kolmogorov equation; numerical hypo-coercivity
35B40: Asymptotic behavior of solutions to PDEs
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
65M20: Method of lines for initial value and initial-boundary value problems involving PDEs
35Q84: Fokker-Planck equations
35L02: First-order hyperbolic equations
