Fokker-Planck equation with respect to heat measures on loop groups (Q645949): Difference between revisions

The authors consider the loop group \[ {\mathcal L}_e(G) = \{l:[0,1]\to G \text{ continuous}; \;l(0)=l(1)= e\}, \] with \(G\) a connected compact Lie group; the Dirichlet form with respect to the heat measure defines the Laplacian \(\Delta^{DM}\) here. The associated heat equation for data of finite entropy is solved using the Wasserstein distance variational method. To avoid problems with the change of variables formula and existence of Monge optimal transport maps, the proof is based on finite-dimensional approximation.