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- W4300613384 abstract "In this paper we introduce a numerical scheme which preserves the long time behavior of solutions to the Kolmogorov equation. The method presented is based on a self-similar change of variables technique to transform the Kolmogorov equation into a new form, such that the problem of designing structure preserving schemes, for the original equation, amounts to building a standard scheme for the transformed equation. We also present an analysis for the operator splitting technique for the self-similar method and numerical results for the described scheme." @default.
- W4300613384 created "2022-10-03" @default.
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- W4300613384 date "2014-11-04" @default.
- W4300613384 modified "2023-10-06" @default.
- W4300613384 title "A Structure Preserving Scheme for the Kolmogorov-Fokker-Planck Equation" @default.
- W4300613384 doi "https://doi.org/10.48550/arxiv.1411.1019" @default.
- W4300613384 hasPublicationYear "2014" @default.
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