TY  - GEN
T1  - Entropy decay of discretized Fokker-Planck equations I - temporal semi-discretization
A1  - Arnold,Anton
A1  - Unterreiter,Andreas
Y1  - 2011/12/02
N2  - In this paper we study the large time behavior of a fully implicit semi-discretization (in time) of parabolic Fokker-Planck type equations. Using logarithmic Sobolev inequalities exponential decay of the relative entropy (w.r.t. the steady state) is proved which yields convergence of the discrete scheme towards the unique steady state. The exponential decay rate recovers as \Delta t\downarrow0 the decay rate of the original Fokker-Planck type equations. 
CY  - Saarbrücken
PB  - Universitäts- und Landesbibliothek
AD  - Postfach 151141, 66041 Saarbrücken
UR  - http://scidok.sulb.uni-saarland.de/volltexte/2011/4384
ER  -