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Results tagged with finite-differences
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user 33741
2
votes
0
answers
84
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discrete parabolic Harnack inequality
I am currently looking for a discrete version of the parabolic Harnack inequality in the following "$L^1$ to $L^\infty$" form:
If $u(t,x)\geq 0$ is a (say, smooth) subsolution of
\begin{equation …
- 5,380
1
vote
0
answers
59
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Discrete-to-continuum convergence of principal Fokker-Planck eigenvalues
I am looking for a reference justifying the following statement.
Let $L^n$ be any "reasonably consistent" finite-difference approximation of the Fokker-Planck operator in dimension $d=1$
$$
Lu=-\parti …
- 5,380