NUMERICAL HYPOCOERCIVITY FOR THE KOLMOGOROV EQUATION

Porretta, A; Zuazua, E

Porretta, A (reprint author), Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci 1, I-00133 Rome, Italy.

MATHEMATICS OF COMPUTATION, 2017; 86 (303): 97

Abstract

We prove that a finite-difference centered approximation for the Kolmogorov equation in the whole space preserves the decay properties of continuous s......

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