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