Interpretation of finite volume discretization schemes for the Fokker-Planck equation as gradient flows for the discrete Wasserstein distance

DOI10.1515/9783110430417-016zbMATH Open1379.60089OpenAlexW4213256701MaRDI QIDQ4596922FDOQ4596922

Authors: Fatima Al Reda, Bertrand Maury 

Publication date: 11 December 2017

Published in: Topological Optimization and Optimal Transport (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110430417-016

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zbMATH Keywords

Wasserstein distanceFokker-Planck equationgradient flowsheat equationMarkov kernelresistive networkfinite volumes discretization

Mathematics Subject Classification ID

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)

Cited In (6)

• Entropy dissipation semi-discretization schemes for Fokker-Planck equations
• Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation
• Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective
• 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

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