Interpretation of finite volume discretization schemes for the Fokker-Planck equation as gradient flows for the discrete Wasserstein distance
Wasserstein distanceFokker-Planck equationgradient flowsheat equationMarkov kernelresistive networkfinite volumes discretization
Applications of continuous-time Markov processes on discrete state spaces (60J28) Diffusion processes (60J60) Heat equation (35K05) Heat kernel (35K08) Continuous-time Markov processes on discrete state spaces (60J27) Applications of graph theory to circuits and networks (94C15) Finite volume methods for boundary value problems involving PDEs (65N08)
- On gradient structures for Markov chains and the passage to Wasserstein gradient flows
- Dynamical systems in the variational formulation of the Fokker-Planck equation by the Wasserstein metric
- A variational finite volume scheme for Wasserstein gradient flows
- Wasserstein gradient flows from large deviations of many-particle limits
- Entropy dissipation semi-discretization schemes for Fokker-Planck equations
- A variational finite volume scheme for Wasserstein gradient flows
- Evolutionary \(\Gamma\)-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions
- Homogenisation of one-dimensional discrete optimal transport
- Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
- Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation
- Entropy dissipation semi-discretization schemes for Fokker-Planck equations
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