Large time behaviors of upwind schemes and B-schemes for Fokker-Planck equations on R by jump processes
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Publication:5113668
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)- Structure preserving schemes for Fokker-Planck equations of irreversible processes
- Analysis of accurate and stable nonlinear finite volume scheme for anisotropic diffusion equations with drift on simplicial meshes
- Large Time Behavior of Nonlinear Finite Volume Schemes for Convection-Diffusion Equations
- Long-time behaviour of hybrid finite volume schemes for advection-diffusion equations: linear and nonlinear approaches
- Analysis of kinetic models for label switching and stochastic gradient descent
- Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions
- Convergence of the random batch method for interacting particles with disparate species and weights
- Consistency and convergence for a family of finite volume discretizations of the Fokker-Planck operator
- The second-order modified upwind PPM characteristic difference method and analysis for solving convection-diffusion equations
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