Numerical hypocoercivity for the Kolmogorov equation

We prove that a finite-difference centered approximation for the Kolmogorov equation in the whole space preserves the decay properties of continuous solutions as t → ∞, independently of the mesh-size parameters. This is a manifestation of the property of numerical hypo-coercivity and it holds both for semi-discrete and fully discrete approximations. The method of proof is based on the energy methods developed by Herau and Villani, employing well-balanced Lyapunov functionals mixing different energies, suitably weighted and equilibrated by multiplicative powers in time. The decreasing character of this Lyapunov functional leads to the optimal decay of the L-norms of solutions and partial derivatives, which are of different order because of the anisotropy of the model. AMS Subject Classification: 65N06, 35L02, 35B40, 35Q84