Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization

DOI10.1016/S0898-1221(03)90202-1zbMath1053.82025OpenAlexW2025304719MaRDI QIDQ1879574

Andreas Unterreiter, Anton Arnold

Publication date: 23 September 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(03)90202-1

zbMATH Keywords

Fokker-Planck equationLogarithmic Sobolev inequalityRelative entropyExponential decay rate

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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An entropy satisfying discontinuous Galerkin method for nonlinear Fokker-Planck equations ⋮ Long-time behavior of non-local in time Fokker–Planck equations via the entropy method ⋮ New fast accurately conservative scheme for solving numerically the time-dependent isotropic Fokker-Planck equation ⋮ Long-time asymptotics of a multiscale model for polymeric fluid flows ⋮ A piezoelectric Euler-Bernoulli beam with dynamic boundary control: stability and dissipative FEM

Cites Work

• Conservative and entropy decaying numerical scheme for the isotropic Fokker-Planck-Landau equation
• An entropy scheme for the Fokker-Planck collision operator of plasma kinetic theory
• ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
• Logarithmic Sobolev Inequalities
• Numerical Solution of an Ionic Fokker--Planck Equation with Electronic Temperature
• Unnamed Item

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