Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker- Planck equations - Archive ouverte HAL Access content directly
Journal Articles Numerische Mathematik Year : 2020

Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker- Planck equations

Abstract

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these dis-cretizations of velocity and space, we prove the exponential convergence to the equilibrium of the solutions, for time-continuous equations as well as for time-discrete equations. Our method uses new types of discrete Poincaré inequalities for a " two-direction " discretization of the derivative in velocity. For the inhomogeneous problem, we adapt hypocoercive methods to the discrete cases.
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Dates and versions

hal-01702545 , version 1 (06-02-2018)

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Guillaume Dujardin, Frédéric Hérau, Pauline Lafitte-Godillon. Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker- Planck equations. Numerische Mathematik, 2020, 144, ⟨10.1007/s00211-019-01094-y⟩. ⟨hal-01702545⟩
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