On the optimization of non-negative density solutions of stationary Fokker-Planck equations

DOI10.1002/PAMM.200410006zbMATH Open1354.65221OpenAlexW2145919946MaRDI QIDQ2954563FDOQ2954563

Authors: W. V. Wedig 

Publication date: 24 January 2017

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200410006

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Mathematics Subject Classification ID

Quadratic programming (90C20) Fokker-Planck equations (35Q84) Finite difference methods for boundary value problems involving PDEs (65N06)

Cites Work

• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables

Cited In (2)

• The flow map of the Fokker-Planck equation does not provide optimal transport
• Optimization of a model Fokker-Planck equation

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