%0 Journal Article
%T Parallelizing the Kolmogorov-Fokker-Planck Equation
%A Luca Gerardo-Giorda
%A Minh-Binh Tran
%J Mathematics
%D 2013
%I arXiv
%X We design the first parallel scheme based on Schwarz waveform relaxation methods for the Kolmogorov-Fokker-Planck equation. We introduce a new convergence proof for the algorithms. We also provide results about the existence and uniqueness of a solution for this equation with several boundary conditions, in order to prove that our algorithms are well-posed. Numerical tests are also provided.
%U http://arxiv.org/abs/1306.4596v1