Jump processes as generalized gradient flows

DOI10.1007/S00526-021-02130-2MaRDI QIDQ2065065zbMATH OpenOpenAlexWikidataFDO

Authors Riccarda Rossi, Oliver Tse, Mark A. Peletier, Giuseppe Savaré

Publication date 7 January 2022

Published in Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2006.10624

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) PDEs with randomness, stochastic partial differential equations (35R60) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: We have created a functional framework for a class of non-metric gradient systems. The state space is a space of nonnegative measures, and the class of systems includes the Forward Kolmogorov equations for the laws of Markov jump processes on Polish spaces. This framework comprises a definition of a notion of solutions, a method to prove existence, and an archetype uniqueness result. We do this by using only the structure that is provided directly by the dissipation functional, which need not be homogeneous, and we do not appeal to any metric structure.

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