TY - GEN A1 - Latorre Biagini, Juan Cristobal A1 - Metzner, Philipp A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - A Structure-preserving numerical discretization of reversible diffusions. N2 - We propose a robust and efficient numerical discretization scheme for the infinitesimal generator of a diffusion process based on a finite volume approximation. The resulting discrete-space operator can be interpreted as a jump process on the mesh whose invariant measure is precisely the cell approximation of the Boltzmann distribution of the original process. Moreover the resulting jump process preserves the detailed balance property of the original stochastic process. Y1 - 2010 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/710 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-7107 ER -