Convergence of an entropic semi-discretization for nonlinear Fokker-Planck equations in $\mathbb{R}^d$
نویسندگان
چکیده
منابع مشابه
Convergence of an Entropic Semi-discretization for Nonlinear Fokker-planck Equations in R
Abstract A nonlinear degenerate Fokker-Planck equation in the whole space is analyzed. The existence of solutions to the corresponding implicit Euler scheme is proved, and it is shown that the semidiscrete solution converges to a solution of the continuous problem. Furthermore, the discrete entropy decays monotonically in time and the solution to the continuous problem is unique. The nonlineari...
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ICREA (Institució Catalana de Recerca i Estudis Avançats) and Departament de Matemàtiques, Universitat Autònoma de Barcelona, E-08193 Bellaterra, Spain; Departament de Matemàtiques, Universitat Autònoma de Barcelona, E-08193 Bellaterra, Spain; Dipartamento di Matematica, Università degli Studi di Pavia, via Ferrata 1, I-27100 Pavia, Italy [[email protected]; [email protected]; francesco.salv...
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ژورنال
عنوان ژورنال: Publicacions Matemàtiques
سال: 2008
ISSN: 0214-1493
DOI: 10.5565/publmat_52208_08