Entropy decay of discretized Fokker-Planck equations I - Temporal semidiscretization

Computers and Mathematics with Applications

Volumn 46, Issue 10-11, 2003, Pages 1683-1690

  Arnold, A ^a   Unterreiter, A ^b  

^a SAARLAND UNIVERSITY   (Germany)

^b TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Exponential decay rate; Fokker Planck equation; Logarithmic Sobolev inequality; Relative entropy

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; MATRIX ALGEBRA; PROBLEM SOLVING;

EXPONENTIAL DECAY RATE; FOKKER-PLANCK EQUATIONS; LOGARITHMIC SOBOLEV INEQUALITIES;

NONLINEAR EQUATIONS;

EID: 0346777245     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0898-1221(03)90202-1     Document Type: Article

References (7)

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