Fokker-Planck equations for a free energy functional or Markov process on a graph

DOI10.1007/s00205-011-0471-6zbMath1256.35173OpenAlexW2135541125MaRDI QIDQ2276283

Yao Li, Shui-Nee Chow, Wen Huang, Hao-Min Zhou

Publication date: 5 November 2012

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00205-011-0471-6

Mathematics Subject Classification ID

PDEs in connection with optics and electromagnetic theory (35Q60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fokker-Planck equations (35Q84)

Related Items

Semi-discrete optimization through semi-discrete optimal transport: a framework for neural architecture search ⋮ Consistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator ⋮ GENERIC framework for the Fokker-Planck equation ⋮ Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities ⋮ On the geometry of geodesics in discrete optimal transport ⋮ Entropic Ricci curvature bounds for discrete interacting systems ⋮ Entropic Approximation of Wasserstein Gradient Flows ⋮ Anisothermal chemical reactions: Onsager–Machlup and macroscopic fluctuation theory ⋮ Gradient and passive circuit structure in a class of non-linear dynamics on a graph ⋮ Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications ⋮ Transport information geometry: Riemannian calculus on probability simplex ⋮ Computations of optimal transport distance with Fisher information regularization ⋮ Time discretizations of Wasserstein–Hamiltonian flows ⋮ Mathematical formalism of nonequilibrium thermodynamics for nonlinear chemical reaction systems with general rate law ⋮ Entropy dissipation of Fokker-Planck equations on graphs ⋮ Vector-Valued Optimal Mass Transport ⋮ Gradient flow formulation of diffusion equations in the Wasserstein space over a metric graph ⋮ Modeling of chemical reaction systems with detailed balance using gradient structures ⋮ Geodesic convexity of the relative entropy in reversible Markov chains ⋮ Dynamical Schrödinger bridge problems on graphs ⋮ Gradient flow structures for discrete porous medium equations ⋮ An entropic gradient structure for Lindblad equations and couplings of quantum systems to macroscopic models ⋮ Evolutionary $\Gamma$-Convergence of Entropic Gradient Flow Structures for Fokker--Planck Equations in Multiple Dimensions ⋮ Influence prediction for continuous-time information propagation on networks ⋮ Super Ricci flows for weighted graphs ⋮ Homogenisation of one-dimensional discrete optimal transport ⋮ Homogenisation of dynamical optimal transport on periodic graphs ⋮ Wasserstein Hamiltonian Flow with Common Noise on Graph ⋮ Entropic Regularization of NonGradient Systems ⋮ Nonlocal Wasserstein distance: metric and asymptotic properties ⋮ Entropy dissipation semi-discretization schemes for Fokker-Planck equations ⋮ Nonlocal Cross-Interaction Systems on Graphs: Nonquadratic Finslerian Structure and Nonlinear Mobilities ⋮ Gradient flows of the entropy for jump processes ⋮ An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy ⋮ High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems ⋮ Nonlocal cross-interaction systems on graphs: energy landscape and dynamics ⋮ Cosh gradient systems and tilting ⋮ Geodesics of minimal length in the set of probability measures on graphs ⋮ Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows ⋮ Non-equilibrium Thermodynamical Principles for Chemical Reactions with Mass-Action Kinetics ⋮ A free energy based mathematical study for molecular motors ⋮ Scaling Limits of Discrete Optimal Transport ⋮ Entropic Ricci Curvature for Discrete Spaces ⋮ Natural gradient via optimal transport ⋮ Hopf-Cole transformation via generalized Schrödinger bridge problem ⋮ On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion ⋮ A discrete Schrödinger equation via optimal transport on graphs ⋮ Convergences of the squareroot approximation scheme to the Fokker–Planck operator ⋮ Variational methods for evolution. Abstracts from the workshop held November 12--18, 2017 ⋮ Complete gradient estimates of quantum Markov semigroups ⋮ A decomposition of irreversible diffusion processes without detailed balance ⋮ Gromov-Hausdorff limit of Wasserstein spaces on point clouds ⋮ What is a stochastic Hamiltonian process on finite graph? An optimal transport answer ⋮ Population games and discrete optimal transport ⋮ Ricci curvature of finite Markov chains via convexity of the entropy ⋮ Ricci curvature for parametric statistics via optimal transport ⋮ A discrete Bakry-Emery method and its application to the porous-medium equation ⋮ Nonlocal-interaction equation on graphs: gradient flow structure and continuum limit ⋮ Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces ⋮ Gradient flows of the entropy for finite Markov chains ⋮ Discrete Ricci curvature bounds for Bernoulli-Laplace and random transposition models ⋮ Computation of optimal transport on discrete metric measure spaces ⋮ Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective ⋮ Equilibrium Selection via Optimal Transport ⋮ Coarse-graining via EDP-convergence for linear fast-slow reaction systems ⋮ An inequality connecting entropy distance, Fisher information and large deviations ⋮ Complete logarithmic Sobolev inequalities via Ricci curvature bounded below ⋮ Jump processes as generalized gradient flows ⋮ Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations ⋮ Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem ⋮ The Łojasiewicz inequality for free energy functionals on a graph ⋮ Data-driven gradient flows ⋮ Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions ⋮ Non-reversible processes: GENERIC, hypocoercivity and fluctuations ⋮ On gradient structures for Markov chains and the passage to Wasserstein gradient flows

Cites Work