Fokker-Planck equation with respect to heat measures on loop groups (Q645949)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fokker-Planck equation with respect to heat measures on loop groups |
scientific article |
Statements
Fokker-Planck equation with respect to heat measures on loop groups (English)
0 references
11 November 2011
0 references
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.
0 references
Fokker-Planck equation
0 references
Wasserstein distance
0 references
finite entropy data
0 references
loop group
0 references