Description
The sensitive issue of the discretisation of Neumann's boundary condition for a Fokker-Planck equation while preserving self-adjointness led us to the study of an inconsistent scheme for the evolutionary or stationary heat equation. Together with Guillaume Dujardin, we showed the uniform convergence in time at order 1/2 for this last scheme, under a classical stability condition, and pursue this study for the Fokker-Planck equation.
This order of convergence is also the one obtained numerically.
