VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH

DOI10.1142/S021919971350017XzbMath1280.35156arXiv1108.3181WikidataQ59873990 ScholiaQ59873990MaRDI QIDQ2859242

Marco Veneroni, D. R. Michiel Renger, Mark Adriaan Peletier

Publication date: 7 November 2013

Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3181

zbMATH Keywords

Wasserstein metric; Mosco convergence; gradient flow; large deviations; Fokker-Planck equation with decay

Mathematics Subject Classification ID

49K20: Optimality conditions for problems involving partial differential equations

60F10: Large deviations

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

49S05: Variational principles of physics

35Q84: Fokker-Planck equations

Related Items

Large deviations and gradient flows, On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion, GENERIC framework for the Fokker-Planck equation, Gradient flow approach to local mean-field spin systems, Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction, Conservative-dissipative approximation schemes for a generalized Kramers equation

Cites Work

• Unnamed Item
• Unnamed Item
• Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
• From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
• The Wasserstein gradient flow of the Fisher information and the quantum drift-diffusion equation
• Mathematical methods for hydrodynamic limits
• Multilevel large deviations and interacting diffusions
• Implicit time discretization for the mean curvature flow equation
• Free energy and the Fokker-Planck equation
• Dynamics of labyrinthine pattern formation in magnetic fluids: A mean-field theory
• A variational formulation of rate-independent phase transformations using an extremum principle
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• On rate-independent hysteresis models
• Nonsmooth analysis of doubly nonlinear evolution equations
• Convergence of convex sets and of solutions of variational inequalities
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• A gradient structure for reaction–diffusion systems and for energy-drift-diffusion systems
• From Diffusion to Reaction via $\Gamma$-Convergence
• A Relation Between Pointwise Convergence of Functions and Convergence of Functionals
• A Family of Nonlinear Fourth Order Equations of Gradient Flow Type
• Lubrication approximation with prescribed nonzero contact anggle
• The Variational Formulation of the Fokker--Planck Equation
• Gamma-convergence of gradient flows with applications to Ginzburg-Landau
• Curvature-Driven Flows: A Variational Approach
• Approximation of Parabolic Equations Using the Wasserstein Metric
• A diffuse interface approach to Hele Shaw flow
• A Rate-Independent Approach to the Delamination Problem
• Bounds for the fundamental solution of a parabolic equation
• Optimal Transport
• Variational formulation for the lubrication approximation of the Hele-Shaw flow
• Well-posedness of a parabolic moving-boundary problem in the setting of Wasserstein gradient flows