• search hit 2 of 2
Back to Result List

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.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
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
Verstanden ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.