Buet, Christophe; Dellacherie, Stéphane On the Chang and Cooper scheme applied to a linear Fokker-Planck equation. (English) Zbl 1208.82043 Commun. Math. Sci. 8, No. 4, 1079-1090 (2010). Summary: We show that for a particular linear Fokker-Planck operator, the explicit Chang and Cooper scheme is positive and entropy satisfying under a CFL criterion when the initial condition is positive. Then, we deduce that the distribution given by the explicit Chang and Cooper scheme converges toward a discrete Maxwellian equilibrium. Cited in 25 Documents MSC: 82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics 65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs 65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs 82C40 Kinetic theory of gases in time-dependent statistical mechanics 82D10 Statistical mechanics of plasmas Keywords:kinetic equation; Fokker-Planck-Landau operator; explicit Chang and Cooper scheme; positive and entropy satisfying scheme × Cite Format Result Cite Review PDF Full Text: DOI Euclid