×

On the Chang and Cooper scheme applied to a linear Fokker-Planck equation. (English) Zbl 1208.82043

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.

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