The Variational Formulation of the Fokker--Planck Equation

DOI10.1137/S0036141096303359zbMath0915.35120WikidataQ59447852 ScholiaQ59447852MaRDI QIDQ4389000

Felix Otto, David Kinderlehrer, Richard Jordan

Publication date: 11 May 1998

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationWasserstein metricfree energy

Mathematics Subject Classification ID

Variational methods applied to PDEs (35A15) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60)

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gradient flow with respect to a metric ⋮ The deep minimizing movement scheme ⋮ Hidden Dissipation and Convexity for Kimura Equations ⋮ Heterogeneous gradient flows in the topology of fibered optimal transport ⋮ Convergence of metric measure spaces satisfying the CD condition for negative values of the dimension parameter ⋮ High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems ⋮ Exponential Convergence to Equilibrium for Coupled Systems of Nonlinear Degenerate Drift Diffusion Equations ⋮ Cosh gradient systems and tilting ⋮ The dynamical Schrödinger problem in abstract metric spaces ⋮ Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics ⋮ Large deviations of Kac's conservative particle system and energy nonconserving solutions to the Boltzmann equation: a counterexample to the predicted rate function ⋮ Diffusive Limit of Random Walks on Tessellations via Generalized Gradient Flows ⋮ GENERIC framework for reactive fluid flows ⋮ Toward a mathematical theory of trajectory inference ⋮ Swarm gradient dynamics for global optimization: the mean-field limit case ⋮ On the difference between entropic cost and the optimal transport cost ⋮ Deep learning-based schemes for singularly perturbed convection-diffusion problems ⋮ Non-equilibrium Thermodynamical Principles for Chemical Reactions with Mass-Action Kinetics ⋮ Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022 ⋮ A blob method for inhomogeneous diffusion with applications to multi-agent control and sampling ⋮ Distributed event-triggered unadjusted Langevin algorithm for Bayesian learning ⋮ Variational Gaussian approximation of the Kushner optimal filter ⋮ Optimal control problems of nonlocal interaction equations ⋮ Geometric thermodynamics for the Fokker-Planck equation: stochastic thermodynamic links between information geometry and optimal transport ⋮ Fractional higher order thin film equation with linear mobility: gradient flow approach ⋮ Non-equilibrium steady states as saddle points and EDP-convergence for slow-fast gradient systems ⋮ Cahn-Hillard and Keller-Segel systems as high-friction limits of Euler-Korteweg and Euler-Poisson equations ⋮ Enhanced computation of the proximity operator for perspective functions ⋮ Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances ⋮ An optimal transport formulation of the Einstein equations of general relativity ⋮ Long-time behaviour of entropic interpolations ⋮ Porous medium equation and cross-diffusion systems as limit of nonlocal interaction ⋮ On the trend to global equilibrium for Kuramoto oscillators ⋮ Chemotaxis and reactions in biology ⋮ Gradient Flows for Probabilistic Frame Potentials in the Wasserstein Space ⋮ Sobolev's inequality under a curvature-dimension condition ⋮ On the well-posedness via the JKO approach and a study of blow-up of solutions for a multispecies Keller-Segel chemotaxis system with no mass conservation ⋮ Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling ⋮ The total variation-Wasserstein problem: a new derivation of the Euler-Lagrange equations ⋮ On the minimizing movement with the 1-Wasserstein distance ⋮ Gradient flow structure and exponential decay of the sandwiched Rényi divergence for primitive Lindblad equations with GNS-detailed balance ⋮ New porous medium Poisson-Nernst-Planck equations for strongly oscillating electric potentials ⋮ A decomposition of irreversible diffusion processes without detailed balance ⋮ Variational analysis of landscape elevation and drainage networks ⋮ A Smoothed Dual Approach for Variational Wasserstein Problems ⋮ A JKO Splitting Scheme for Kantorovich--Fisher--Rao Gradient Flows ⋮ Convergence of Entropic Schemes for Optimal Transport and Gradient Flows ⋮ Nonlinear diffusion equations with variable coefficients as gradient flows in Wasserstein spaces ⋮ Transport distances and geodesic convexity for systems of degenerate diffusion equations ⋮ Interpolation of matrices and matrix-valued densities: The unbalanced case ⋮ On Curvature Driven Rotational Diffusion of Proteins on Membrane Surfaces ⋮ Discretization of flux-limited gradient flows: $\Gamma $-convergence and numerical schemes ⋮ Mean Field Analysis of Neural Networks: A Law of Large Numbers ⋮ Unnamed Item ⋮ A variational formulation of the BDF2 method for metric gradient flows ⋮ Evolution variational inequalities with growth conditions in metric spaces ⋮ A new approach to capture heterogeneity in groundwater problem: An illustration with an Earth equation ⋮ Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems ⋮ Spherical Hellinger--Kantorovich Gradient Flows ⋮ A New Class of Efficient and Robust Energy Stable Schemes for Gradient Flows ⋮ Nonequilibrium corrections to gradient flow ⋮ Kurdyka–Łojasiewicz–Simon inequality for gradient flows in metric spaces ⋮ Large deviations and gradient flows ⋮ Gradient structures and geodesic convexity for reaction–diffusion systems ⋮ Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations ⋮ Simulation of multiphase porous media flows with minimising movement and finite volume schemes ⋮ Analysis of a Class of Degenerate Parabolic Equations with Saturation Mechanisms ⋮ The Spectrum of a Family of Fourth-Order Nonlinear Diffusions Near the Global Attractor ⋮ A massively parallel implementation of the Optimal Transportation Meshfree method for explicit solid dynamics ⋮ A tumor growth model of Hele-Shaw type as a gradient flow ⋮ Poisson's Equation in Nonlinear Filtering ⋮ On a Kinetic Formulation of the Euler Equations ⋮ Variational Asymptotic Preserving Scheme for the Vlasov--Poisson--Fokker--Planck System ⋮ Mean-Field Optimal Control and Optimality Conditions in the Space of Probability Measures ⋮ Hessian metric via transport information geometry ⋮ Degenerate nonlinear parabolic equations with discontinuous diffusion coefficients ⋮ Multiscale Nonrigid Point Cloud Registration Using Rotation-Invariant Sliced-Wasserstein Distance via Laplace--Beltrami Eigenmap ⋮ On the critical mass Patlak-Keller-Segel system for multi-species populations: global existence and infinte time aggregation ⋮ The $L^1$-contraction principle in optimal transport ⋮ The Hele–Shaw flow as the sharp interface limit of the Cahn–Hilliard equation with disparate mobilities ⋮ Non-reversible processes: GENERIC, hypocoercivity and fluctuations ⋮ Local well-posedness of a nonlinear Fokker–Planck model ⋮ A machine learning framework for geodesics under spherical Wasserstein-Fisher-Rao metric and its application for weighted sample generation ⋮ Stochastic gradient descent with noise of machine learning type. II: Continuous time analysis ⋮ Stein variational gradient descent: many-particle and long-time asymptotics ⋮ Utility/privacy trade-off as regularized optimal transport ⋮ An Optimal Transport Analogue of the Rudin–Osher–Fatemi Model and Its Corresponding Multiscale Theory ⋮ An interpolation inequality involving LlogL$L\log L$ spaces and application to the characterization of blow‐up behavior in a two‐dimensional Keller–Segel–Navier–Stokes system ⋮ A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions ⋮ Consistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator ⋮ A superposition principle for the inhomogeneous continuity equation with Hellinger–Kantorovich-regular coefficients ⋮ A Variational Characterization of Langevin-Smoluchowski Diffusions ⋮ Particle dual averaging: optimization of mean field neural network with global convergence rate analysis* ⋮ Centroidal Power Diagrams, Lloyd's Algorithm, and Applications to Optimal Location Problems ⋮ Entropic Approximation of Wasserstein Gradient Flows ⋮ Scaling algorithms for unbalanced optimal transport problems ⋮ Nonlinear systems coupled through multi-marginal transport problems ⋮ On the matrix Monge–Kantorovich problem ⋮ Mass transport in Fokker–Planck equations with tilted periodic potential ⋮ Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure ⋮ Anisothermal chemical reactions: Onsager–Machlup and macroscopic fluctuation theory ⋮ Convergence of pointed non-compact metric measure spaces and stability of Ricci curvature bounds and heat flows ⋮ Entropic and Displacement Interpolation: A Computational Approach Using the Hilbert Metric ⋮ A density-constrained model for chemotaxis ⋮ Continuous Lambertian shape from shading: A primal-dual algorithm ⋮ Splitting Schemes and Segregation in Reaction Cross-Diffusion Systems ⋮ Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications ⋮ Semidual Regularized Optimal Transport ⋮ Accelerated Optimization in the PDE Framework: Formulations for the Manifold of Diffeomorphisms ⋮ Computing diffusivities from particle models out of equilibrium ⋮ Liquid drops sliding down an inclined plane ⋮ Singular-Degenerate Multivalued Stochastic Fast Diffusion Equations ⋮ $L^\infty $ estimates for the JKO scheme in parabolic-elliptic Keller-Segel systems ⋮ Convergence of a Lagrangian Discretization for Barotropic Fluids and Porous Media Flow ⋮ An Optimal Mass Transport Method for Random Genetic Drift ⋮ Sorting Phenomena in a Mathematical Model For Two Mutually Attracting/Repelling Species ⋮ Extremal flows in Wasserstein space ⋮ Neural Parametric Fokker--Planck Equation ⋮ Tracial smooth functions of non-commuting variables and the free Wasserstein manifold ⋮ Evolutionary $\Gamma$-Convergence of Entropic Gradient Flow Structures for Fokker--Planck Equations in Multiple Dimensions ⋮ A new minimizing-movements scheme for curves of maximal slope ⋮ Classifying Minimum Energy States for Interacting Particles: Spherical Shells ⋮ Entropic Regularization of NonGradient Systems ⋮ An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems ⋮ Control problem on space of random variables and master equation ⋮ On the total variation Wasserstein gradient flow and the TV-JKO scheme ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ q-Moment Measures and Applications: A New Approach via Optimal Transport ⋮ Measure-valued opinion dynamics ⋮ Structure-preserving integrators for dissipative systems based on reversible– irreversible splitting ⋮ Lagrangian Discretization of Crowd Motion and Linear Diffusion ⋮ Decay to Equilibrium for Energy-Reaction-Diffusion Systems ⋮ Inference for Empirical Wasserstein Distances on Finite Spaces ⋮ A class of minimum principles for characterizing the trajectories and the relaxation of dissipative systems ⋮ TPFA Finite Volume Approximation of Wasserstein Gradient Flows ⋮ Entropic Ricci Curvature for Discrete Spaces ⋮ Stationary Ring and Concentric-Ring Solutions of the Keller--Segel Model with Quadratic Diffusion ⋮ Cross-diffusion systems with non-zero flux and moving boundary conditions ⋮ Propagation of Chaos for a Class of First Order Models with Singular Mean Field Interactions ⋮ Crowd motion and evolution PDEs under density constraints ⋮ A gradient flow approach to an evolution problem arising in superconductivity ⋮ Aggregation-Diffusion Equations: Dynamics, Asymptotics, and Singular Limits ⋮ Wasserstein Geometry of Quantum States and Optimal Transport of Matrix-Valued Measures ⋮ Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime ⋮ Control Volume Approximation of Degenerate Two-Phase Porous Flows ⋮ Convergences of the squareroot approximation scheme to the Fokker–Planck operator ⋮ Solutions to aggregation–diffusion equations with nonlinear mobility constructed via a deterministic particle approximation ⋮ Long-time behavior of non-local in time Fokker–Planck equations via the entropy method ⋮ A variational time discretization for compressible Euler equations ⋮ Optimal density evolution with congestion: L^∞ bounds via flow interchange techniques and applications to variational Mean Field Games ⋮ Unconditional convergence for discretizations of dynamical optimal transport ⋮ Large time behavior, bi-Hamiltonian structure, and kinetic formulation for a complex Burgers equation ⋮ The Fokker--Planck Equation with Absorbing Boundary Conditions in Bounded Domains ⋮ Zoology of a Nonlocal Cross-Diffusion Model for Two Species ⋮ Finite Volume approximation of a two-phase two fluxes degenerate Cahn–Hilliard model ⋮ A Distributed Framework for the Construction of Transport Maps ⋮ Heat Flow on Alexandrov Spaces ⋮ An Energy Stable and Positivity-Preserving Scheme for the Maxwell--Stefan Diffusion System ⋮ Entropic-Wasserstein Barycenters: PDE Characterization, Regularity, and CLT ⋮ Information geometry and non-equilibrium thermodynamic relations in the over-damped stochastic processes ⋮ STRIPE PATTERNS IN A MODEL FOR BLOCK COPOLYMERS ⋮ A variational approach to uniqueness of ground states for certain quasilinear PDEs ⋮ Optimal Multiphase Transportation with prescribed momentum ⋮ Generalized Sinkhorn Iterations for Regularizing Inverse Problems Using Optimal Mass Transport ⋮ Numerical resolution of an “unbalanced” mass transport problem ⋮ Affine Invariant Interacting Langevin Dynamics for Bayesian Inference ⋮ Unnamed Item ⋮ A Diffusion-Driven Characteristic Mapping Method for Particle Management ⋮ Coarse-graining via EDP-convergence for linear fast-slow reaction systems ⋮ New estimates on the regularity of the pressure in density‐constrained mean field games ⋮ Atomistic origins of continuum dislocation dynamics ⋮ Existence of Weak Solutions in Wasserstein Space for a Chemotaxis Model Coupled to Fluid Equations ⋮ Optimal Transport for the System of Isentropic Euler Equations ⋮ Heat flow on Finsler manifolds ⋮ Mullins-Sekerka as the Wasserstein flow of the perimeter ⋮ A Family of Nonlinear Fourth Order Equations of Gradient Flow Type ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Nonlinear model reduction on metric spaces. Application to one-dimensional conservative PDEs in Wasserstein spaces ⋮ The fourth law of thermodynamics: steepest entropy ascent ⋮ Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches ⋮ Bound/Positivity Preserving and Energy Stable Scalar auxiliary Variable Schemes for Dissipative Systems: Applications to Keller--Segel and Poisson--Nernst--Planck Equations ⋮ Gradient flows of non convex functionals in Hilbert spaces and applications ⋮ A minimizing Movement approach to a class of scalar reaction–diffusion equations ⋮ The back-and-forth method for Wasserstein gradient flows ⋮ Data-driven prediction of multistable systems from sparse measurements ⋮ A free boundary problem arising from branching Brownian motion with selection ⋮ Lubrication approximation with prescribed nonzero contact anggle ⋮ On the extremal points of the ball of the Benamou–Brenier energy