On the discrete Poincaré inequality for B-schemes of 1D Fokker-Planck equations in full space

In this paper, we propose two approaches to derive the discrete Poincaré inequality for the B-schemes, a family of finite volume discretization schemes, for the one-dimensional Fokker-Planck equation in full space. We study the properties of the spatially discretized Fokker-Planck equation in the viewpoint of a continuous-time Markov chain. The first approach is based on Gamma-calculus, through which we show that the Bakry-Émery criterion still holds in the discrete setting. The second approach employs the Lyapunov function method, allowing us to extend a local discrete Poincaré inequality to the full space. The assumptions required for both approaches are roughly comparable with some minor differences. These methods have the potential to be extended to higher dimensions. As a result, we obtain exponential convergence to equilibrium for the discrete schemes by applying the discrete Poincaré inequality.

Duke Scholars

Author Jian-Guo Liu Physics