On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type

DOI10.3934/DCDS.2018146zbMATH Open1393.35074arXiv1703.07622OpenAlexW3100247146WikidataQ59902310 ScholiaQ59902310MaRDI QIDQ1661119FDOQ1661119

Authors: Manh Hong Duong, Hoang Minh Tran 

Publication date: 16 August 2018

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: In this paper, we construct the fundamental solution to a degenerate diffusion of Kolmogorov type and develop a time-discrete variational scheme for its adjoint equation. The so-called mean squared derivative cost function plays a crucial role occurring in both the fundamental solution and the variational scheme. The latter is implemented by minimizing a free energy functional with respect to the Kantorovich optimal transport cost functional associated with the mean squared derivative cost. We establish the convergence of the scheme to the solution of the adjoint equation generalizing previously known results for the Fokker-Planck equation and the Kramers equation.

Full work available at URL: https://arxiv.org/abs/1703.07622

Recommendations

• On the fundamental solution for degenerate Kolmogorov equations with rough coefficients
• The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes
• Fundamental solution of the Cauchy problem for one class of degenerate parabolic equations of the Kolmogorov type
• scientific article; zbMATH DE number 2169832
• scientific article; zbMATH DE number 2238099

zbMATH Keywords

optimal transporthypoelliptic diffusionvariational formulationdegenerate diffusionfundamental solution

Mathematics Subject Classification ID

Diffusion processes (60J60) Variational methods applied to PDEs (35A15) Initial value problems for second-order parabolic equations (35K15) Partial differential equations of mathematical physics and other areas of application (35Q99) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99)

Cites Work

• Gradient flows in metric spaces and in the space of probability measures
• Optimal Transport
• Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
• Hypoelliptic second order differential equations
• The Variational Formulation of the Fokker--Planck Equation
• Title not available (Why is that?)
• Density estimates for a random noise propagating through a chain of differential equations
• From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
• From large deviations to Wasserstein gradient flows in multiple dimensions
• The Fokker-Planck equation. Methods of solution and applications
• Non-equilibrium statistical mechanics of strongly anharmonic chains of oscillators.
• Title not available (Why is that?)
• GENERIC formalism of a Vlasov-Fokker-Planck equation and connection to large-deviation principles
• Wasserstein gradient flows from large deviations of many-particle limits
• Title not available (Why is that?)
• A simple proof of global existence for the 1D pressureless gas dynamics equations
• Optimal Transport for the System of Isentropic Euler Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic analysis for the generalized Langevin equation
• Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats
• Conservative-dissipative approximation schemes for a generalized Kramers equation
• Long time behaviour and particle approximation of a generalised Vlasov dynamic
• A variational principle for the Kramers equation with unbounded external forces
• An invitation to hypoelliptic operators and Hörmander's vector fields
• The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type
• Title not available (Why is that?)
• Projections onto the cone of optimal transport maps and compressible fluid flows
• Analysis of the mean squared derivative cost function

Cited In (4)

• Chris Cannings: a life in games
• Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems
• Entropic Regularization of NonGradient Systems
• On the distribution of the number of internal equilibria in random evolutionary games

This page was built for publication: On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661119)