Large time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processes
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Publication:5113668
DOI10.1090/mcom/3516zbMath1442.65214OpenAlexW2995121389MaRDI QIDQ5113668
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 domainjump processesupwind schemediscrete Poincaré inequalitydetailed balanceprobabilistic tools
Monte Carlo methods (65C05) 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) Fokker-Planck equations (35Q84) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Jump processes on discrete state spaces (60J74)
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