Large time asyptotics for a fully discretized Fokker-Planck type equation
Please always quote using this URN:urn:nbn:de:0296-matheon-1477
- An initial-value problem for a Fokker-Planck type equation on an unbounded space domain is discretized in time by an implicit Euler scheme and in space by a Galerkin scheme. It is shown that this scheme conserves mass, positivity and decay of the entropy. The approximation properties are investigated and numerical experiments are provided.
Author: | Robert Plato |
---|---|
URN: | urn:nbn:de:0296-matheon-1477 |
Referee: | Volker Mehrmann |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2004/06/15 |
Release Date: | 2004/11/06 |
Preprint Number: | 137 |