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]

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