Numerical hypocoercivity for the Kolmogorov equation

DOI10.1090/mcom/3157zbMath1351.65059OpenAlexW2317502341MaRDI QIDQ2826676

Alessio Porretta, Enrique Zuazua

Publication date: 18 October 2016

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/051a414ef1f34d1168a7a03e161dc3637a700416

zbMATH Keywords

energy methodfinite-differenceLyapunov functionalssemidiscretizationKolmogorov equationnumerical hypo-coercivity

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Fokker-Planck equations (35Q84) First-order hyperbolic equations (35L02)

Related Items

Hypocoercivity with Schur complements, On a structure-preserving numerical method for fractional Fokker-Planck equations, Spectral methods for Langevin dynamics and associated error estimates, A note on the Sobolev and Gagliardo-Nirenberg inequality when \(p > N \), On a discrete framework of hypocoercivity for kinetic equations, A structure preserving scheme for the Kolmogorov-Fokker-Planck equation, Hypocoercivity-compatible Finite Element Methods for the Long-time Computation of Kolmogorov's Equation, Hypocoercivity and diffusion limit of a finite volume scheme for linear kinetic equations, Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker-Planck equations, A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations, Diffusive Limit of a Two-Dimensional Well-Balanced Scheme for the Free Klein--Kramers Equation

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