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arxiv: 1206.2859 · v1 · pith:3HAUBTSFnew · submitted 2012-06-13 · 🧮 math.AP · math-ph· math.MP

Conservative-dissipative approximation schemes for a generalized Kramers equation

classification 🧮 math.AP math-phmath.MP
keywords schemesequationgeneralizedkramersconservative-dissipativeminimizationthreeapproximation
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We propose three new discrete variational schemes that capture the conservative-dissipative structure of a generalized Kramers equation. The first two schemes are single-step minimization schemes while the third one combines a streaming and a minimization step. The cost functionals in the schemes are inspired by the rate functional in the Freidlin-Wentzell theory of large deviations for the underlying stochastic system. We prove that all three schemes converge to the solution of the generalized Kramers equation.

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