Free energy and the Fokker-Planck equation

DOI10.1016/S0167-2789(97)00093-6zbMath1029.82507MaRDI QIDQ1372351

Richard Jordan, David Kinderlehrer, Felix Otto

Publication date: 12 November 1997

Published in: Physica D (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (28)

Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients ⋮ A superposition principle for the inhomogeneous continuity equation with Hellinger–Kantorovich-regular coefficients ⋮ Mass transport in Fokker–Planck equations with tilted periodic potential ⋮ Conservative-dissipative approximation schemes for a generalized Kramers equation ⋮ Natural selection as coarsening ⋮ An entropic gradient structure for Lindblad equations and couplings of quantum systems to macroscopic models ⋮ Reconstructing the relaxation dynamics induced by an unknown heat bath ⋮ Large-scale dynamics of mean-field games driven by local Nash equilibria ⋮ Minimal solutions to generalized \(\Lambda \)-semiflows and gradient flows in metric spaces ⋮ An optimal-transport finite-particle method for mass diffusion ⋮ Cosh gradient systems and tilting ⋮ Numerical analysis of a robust free energy diminishing finite volume scheme for parabolic equations with gradient structure ⋮ Non-equilibrium steady states as saddle points and EDP-convergence for slow-fast gradient systems ⋮ Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction ⋮ A class of minimum principles for characterizing the trajectories and the relaxation of dissipative systems ⋮ Numerical analysis of a nonlinearly stable and positive control volume finite element scheme for Richards equation with anisotropy ⋮ From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage ⋮ Rate-independent dynamics and Kramers-type phase transitions in nonlocal Fokker-Planck equations with dynamical control ⋮ A Distributed Framework for the Construction of Transport Maps ⋮ Effective diffusion in thin structures via generalized gradient systems and EDP-convergence ⋮ Fokker-Planck equations for a free energy functional or Markov process on a graph ⋮ Optimal transportation meshfree approximation schemes for fluid and plastic flows ⋮ Optimal Transport in Competition with Reaction: The Hellinger--Kantorovich Distance and Geodesic Curves ⋮ Mullins-Sekerka as the Wasserstein flow of the perimeter ⋮ Large deviations and gradient flows ⋮ A minimizing Movement approach to a class of scalar reaction–diffusion equations ⋮ VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH ⋮ Development and Analysis of a Block-Preconditioner for the Phase-Field Crystal Equation

Cites Work

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• A class of Wasserstein metrics for probability distributions
• The Fokker-Planck equation. Methods of solution and applications.
• Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics
• Polar factorization and monotone rearrangement of vector‐valued functions
• Mass transhipment problems and ideal metrics
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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