Section: New Results

Exponential time-decay for discrete Fokker–Planck equations

G. Dujardin and his coauthors proposed and studied in [22] several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. They proved in particular, for these discretizations of velocity and space, the exponential convergence to the equilibrium of the solutions, for time-continuous equations as well as for time-discrete equations. Their method uses new types of discrete Poincaré inequalities for a “two-direction” discretization of the derivative in velocity. For the inhomogeneous problem, they adapted hypocoercive methods to the discrete level.