Large time behaviors of upwind schemes and B-schemes for Fokker-Planck equations on \mathbb {R} by jump processes
DOI10.1090/MCOM/3516zbMATH Open1442.65214OpenAlexW2995121389MaRDI QIDQ5113668FDOQ5113668
Publication date: 15 June 2020
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/mcom/3516
semigroupunbounded domainupwind schemejump processesdetailed balancediscrete Poincaré inequalityprobabilistic tools
Monte Carlo methods (65C05) Fokker-Planck equations (35Q84) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Jump processes on discrete state spaces (60J74)
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Cited In (9)
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- Consistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator
- Long-time behaviour of hybrid finite volume schemes for advection-diffusion equations: linear and nonlinear approaches
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- The second-order modified upwind PPM characteristic difference method and analysis for solving convection-diffusion equations
- Large Time Behavior of Nonlinear Finite Volume Schemes for Convection-Diffusion Equations
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