A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations
DOI10.1137/16M1076654zbMath1369.65102arXiv1604.05268OpenAlexW2963218406MaRDI QIDQ4976114
Alan Whitley, Endre Süli, Christoph Reisinger
Publication date: 27 July 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.05268
convergencefinite difference methodsinverse Fourier transformKolmogorov equationhypoelliptic equationsFourier methodsDirac initial datum
Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for discrete and fast Fourier transforms (65T50) Hypoelliptic equations (35H10)
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