Variational approximation for Fokker-Planck equation on Riemannian manifold

DOI10.1007/S00440-006-0001-XMaRDI QIDQ863477zbMATH OpenOpenAlexWikidataFDO

Authors Xicheng Zhang

Publication date 26 January 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-006-0001-x

zbMATH Keywords

Wasserstein metricFokker-Planck equationfree energygradient flowheat kernel

Mathematics Subject Classification ID

Diffusion processes (60J60) Variational methods applied to PDEs (35A15) Diffusion processes and stochastic analysis on manifolds (58J65)

Recommendations

• Dynamical systems in the variational formulation of the Fokker-Planck equation by the Wasserstein metric
• Parametric Fokker-Planck equation
• \(L^1\)-uniqueness of the Fokker-Planck equation on a Riemannian manifold
• Fokker-Planck equation on a manifold. Effective diffusion and spectrum
• Well-posedness of Fokker-Planck type equations on the Wiener space

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• The geometry of optimal transportation

Cited in

(5)

• Perelman's \(W\)-entropy for the Fokker-Planck equation over complete Riemannian manifolds
• Lipschitz estimates on the JKO scheme for the Fokker-Planck equation on bounded convex domains
• Fokker-Planck equation with respect to heat measures on loop groups
• Fokker-Planck equation on a manifold. Effective diffusion and spectrum
• Entropic Regularization of NonGradient Systems

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