Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach

Clément Cancès, Léonard Monsaingeon, Andrea Natale. Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach. Numerische Mathematik, 158(4):1513-1563, August 2026. [doi]

Abstract

Abstract is missing.