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    On convergences of the squareroot approximation scheme to the Fokker-Planck operator
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2017) Heida, Martin
    We study the qualitative convergence properties of a finite volume scheme that recently was proposed by Lie, Fackeldey and Weber [SIAM Journal on Matrix Analysis and Applications 2013 (34/2)] in the context of conformation dynamics. The scheme was derived from physical principles and is called the squareroot approximation (SQRA) scheme. We show that solutions to the SQRA equation converge to solutions of the Fokker-Planck equation using a discrete notion of G-convergence. Hence the squareroot approximation turns out to be a usefull approximation scheme to the Fokker-Planck equation in high dimensional spaces. As an example, in the special case of stationary Voronoi tessellations we use stochastic two-scale convergence to prove that this setting satisfies the G-convergence property. In particular, the class of tessellations for which the G-convergence result holds is not trivial.
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    Consistency and order 1 convergence of cell-centered finite volume discretizations of degenerate elliptic problems in any space dimension
    (Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2022) Heida, Martin; Sikorski, Alexander; Weber, Marcus
    We study consistency of cell-centered finite difference methods for elliptic equations with degenerate coefficients in any space dimension $dgeq2$. This results in order of convergence estimates in the natural weighted energy norm and in the weighted discrete $L^2$-norm on admissible meshes. The cells of meshes under consideration may be very irregular in size. We particularly allow the size of certain cells to remain bounded from below even in the asymptotic limit. For uniform meshes we show that the order of convergence is at least 1 in the energy semi-norm, provided the discrete and continuous solutions exist and the continuous solution has $H^2$ regularity.