Conservative-dissipative approximation schemes for a generalized Kramers equation

@article{Duong2012ConservativedissipativeAS,
  title={Conservative-dissipative approximation schemes for a generalized Kramers equation},
  author={M. H. Duong and M. Peletier and J. Zimmer},
  journal={Mathematical Methods in The Applied Sciences},
  year={2012},
  volume={37},
  pages={2517-2540}
}
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, whereas 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… Expand
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