scientific article; zbMATH DE number 1494234

MaRDI QIDQ4497388zbMATH OpenFDO

Authors Yoichi Oshima, Karl-Theodor Sturm

Publication date 22 August 2000

zbMATH Keywords

diffusion processDirichlet formsFokker-Planck equationSobolev space

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Review text

The drift coefficients of the singular transformation occurring in statistical mechanics are usually required to satisfy the Fokker-Planck equation. But such a condition does not allow for a time-dependent generalization of the time-homogeneous case. The authors show how to relax the condition of Fokker-Planck equation on functions \(\psi\in L^2([0,T]\); \(H^1 (R^d))\), where \(H^1(R^d)\) is the Sobolev space, for to cover a reasonable class of Dirichlet forms \({1\over 2}D^\psi\). More precisely, conditions are given for the diffusion process corresponding to \({1\over 2}D^\psi\) to be conservative. For the entire collection see [Zbl 0939.00029].

Recommendations

• Publication:4861770
• Conservativeness of diffusion processes with drift
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• Transformations of diffusion and Schrödinger processes

Cited in

(6)

• Transformations of diffusion and Schrödinger processes
• Diffusion processes satisfying a conservation law constraint
• scientific article; zbMATH DE number 4018034 (Why is no real title available?)
• scientific article; zbMATH DE number 4094502 (Why is no real title available?)
• scientific article; zbMATH DE number 62694 (Why is no real title available?)
• Conservativeness of diffusion processes with drift

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4497388)