Conservative-dissipative approximation schemes for a generalized Kramers equation
From MaRDI portal
Publication:2931045
DOI10.1002/mma.2994zbMath1370.35165arXiv1206.2859OpenAlexW2028344481WikidataQ59873985 ScholiaQ59873985MaRDI QIDQ2931045
Manh Hong Duong, Johannes Zimmer, Mark Adriaan Peletier
Publication date: 21 November 2014
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2859
Variational methods applied to PDEs (35A15) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Initial value problems for second-order parabolic equations (35K15)
Related Items
Formulation of the relativistic heat equation and the relativistic kinetic Fokker-Planck equations using GENERIC ⋮ Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction ⋮ On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type ⋮ Variational approach to coarse-graining of generalized gradient flows ⋮ Gradient flows of modified Wasserstein distances and porous medium equations with nonlocal pressure ⋮ Entropic Regularization of NonGradient Systems ⋮ Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems ⋮ Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition ⋮ Gradient flow structure and exponential decay of the sandwiched Rényi divergence for primitive Lindblad equations with GNS-detailed balance ⋮ On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion ⋮ Is there an analog of Nesterov acceleration for gradient-based MCMC?
Cites Work
- Unnamed Item
- 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
- Splitting methods for partial differential equations with rough solutions. Analysis and Matlab programs
- Density estimates for a random noise propagating through a chain of differential equations
- Free energy and the Fokker-Planck equation
- A variational principle for the Kramers equation with unbounded external forces
- 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
- VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH
- Upscaling from particle models to entropic gradient flows
- PROJECTIONS ONTO THE CONE OF OPTIMAL TRANSPORT MAPS AND COMPRESSIBLE FLUID FLOWS
- An Optimal Transport View of Schrödinger's Equation
- The Brezis–Ekeland Principle for Doubly Nonlinear Equations
- Optimal Transport for the System of Isentropic Euler Equations
- The Variational Formulation of the Fokker--Planck Equation
- Gamma-convergence of gradient flows with applications to Ginzburg-Landau
- Wasserstein gradient flows from large deviations of many-particle limits
- Hamiltonian ODEs in the Wasserstein space of probability measures
- Brownian motion in a field of force and the diffusion model of chemical reactions