3 papers
math.AP2024
Discretizing the Fokker-Planck equation with second-order accuracy: a dissipation driven approach
Clément Cancès, Léonard Monsaingeon, Andrea Natale
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls i…
math.PR2023
Trivariate distribution of sticky Brownian motion
Jean-Baptiste Casteras, Léonard Monsaingeon
In this short note we derive a closed form for the trivariate distribution (position, local time at the origin, and positive occupation time) of the one-dimensional sticky Brownian…
math.AP2014
Systems of partial differential equations in porous medium
Tuomo Kuusi, Léonard Monsaingeon, Juha Videman
We investigate systems of degenerate parabolic equations idealizing reactive solute transport in porous media. Taking advantage of the inherent structure of the system that allows…