A variational principle for the Kramers equation with unbounded external forces

DOI10.1006/JMAA.2000.7109zbMath0971.82031OpenAlexW2064617947MaRDI QIDQ1588434

Chaocheng Huang

Publication date: 2 November 2001

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4e2c662f410f750b27731ea50a5fa298a0c11e2c

zbMATH Keywords

variational principleKramers equation

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Partial differential equations of mathematical physics and other areas of application (35Q99) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

Related Items (10)

On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type ⋮ Conservative-dissipative approximation schemes for a generalized Kramers equation ⋮ Gradient flows of modified Wasserstein distances and porous medium equations with nonlocal pressure ⋮ Entropic Regularization of NonGradient Systems ⋮ Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems ⋮ From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage ⋮ The Fokker--Planck Equation with Absorbing Boundary Conditions in Bounded Domains ⋮ THE LANGEVIN OR KRAMERS APPROACH TO BIOLOGICAL MODELING ⋮ Is there an analog of Nesterov acceleration for gradient-based MCMC? ⋮ Optimal Transport for the System of Isentropic Euler Equations

Cites Work

• The Fokker-Planck equation. Methods of solution and applications
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• Universally measurable spaces: an invariance theorem and diverse characterizations
• The Variational Formulation of the Fokker--Planck Equation
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• The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
• Stochastic Problems in Physics and Astronomy
• Brownian motion in a field of force and the diffusion model of chemical reactions
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