Exponential Rate of Convergence to Equilibrium for a Model Describing Fiber Lay-Down Processes

DOI10.1093/amrx/abs015zbMath1278.82044arXiv1201.2156MaRDI QIDQ2854208

Jean Dolbeault, Clément Mouhot, Axel Klar, Christian Schmeiser

Publication date: 18 October 2013

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.2156

zbMATH Keywords

Fokker-Planck equation; Monte Carlo method; fiber lay-down; Euler-Maruyama discretization

Mathematics Subject Classification ID

65C05: Monte Carlo methods

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

60H15: Stochastic partial differential equations (aspects of stochastic analysis)