44 citations · 135 across the 29 of their papers we have counts for
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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.AP2024
Sticky-reflecting diffusion as a Wasserstein gradient flow
Jean-Baptiste Casteras, Léonard Monsaingeon, Filippo Santambrogio
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functio…