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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.


On a structure-preserving numerical method for fractional Fokker-Planck equations
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by Nathalie Ayi, Maxime Herda, Hélène Hivert and Isabelle Tristani HTML | PDF
Math. Comp. 92 (2023), 635-693 Request permission


In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic Lévy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of mass, heavy-tailed equilibrium and (hypo)coercivity properties. We perform a thorough analysis of the numerical scheme and show exponential stability and convergence of the scheme. Along the way, we introduce new tools of discrete functional analysis, such as discrete non-local Poincaré and interpolation inequalities adapted to fractional diffusion. Our theoretical findings are illustrated and complemented with numerical simulations.
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Additional Information
  • Nathalie Ayi
  • Affiliation: Sorbonne Université, Université de Paris, CNRS, Laboratoire Jacques-Louis Lions, 4 place Jussieu, 75005 Paris, France
  • MR Author ID: 1198167
  • Email:
  • Maxime Herda
  • Affiliation: Inria, Univ. Lille, CNRS UMR 8524, Laboratoire Paul Painlevé, F-59000 Lille, France
  • MR Author ID: 1154786
  • ORCID: 0000-0002-0590-5779
  • Email:
  • Hélène Hivert
  • Affiliation: Univ. Lyon, École centrale de Lyon, CNRS UMR 5208, Institut Camille Jordan, F-69134 Écully, France
  • ORCID: 0000-0003-0834-6156
  • Email:
  • Isabelle Tristani
  • Affiliation: Département de mathématiques et applications, École normale supérieure, CNRS, PSL Research University, 45 rue d’Ulm, 75005 Paris, France
  • MR Author ID: 1080256
  • Email:
  • Received by editor(s): July 28, 2021
  • Received by editor(s) in revised form: June 3, 2022
  • Published electronically: November 10, 2022
  • Additional Notes: The authors were financially supported by the Hausdorff Research Institute for Mathematics in Bonn. The second author was supported by the LabEx CEMPI (ANR-11-LABX-0007-01). The fourth author was supported by the ANR EFI: ANR-17-CE40-0030 and the ANR SALVE: ANR-19-CE40-0004.
  • © Copyright 2022 American Mathematical Society
  • Journal: Math. Comp. 92 (2023), 635-693
  • MSC (2020): Primary 82B40, 35R11, 65M06, 65M12
  • DOI:
  • MathSciNet review: 4524105