Sticky-reflecting diffusion as a Wasserstein gradient flow

DOI10.1016/J.MATPUR.2025.103721MaRDI QIDQ6975757zbMATH OpenFDO

Authors Jean-Baptiste Casteras, Léonard Monsaingeon, Filippo Santambrogio

Publication date 4 June 2025

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.MATPUR.2025.103721

zbMATH Keywords

Fokker-Planck equationoptimal transportsticky Brownian motionWasserstein gradient flow

Mathematics Subject Classification ID

Variational methods applied to PDEs (35A15) Initial value problems for second-order parabolic systems (35K45) Fokker-Planck equations (35Q84) Optimal transportation (49Q22)

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Cited in

(5)

• Functional inequalities for doubly weighted Brownian motion with sticky-reflecting boundary diffusion
• Variational structures for the Fokker-Planck equation with general Dirichlet boundary conditions
• Trivariate distribution of sticky Brownian motion
• A Cheeger inequality for the drift Laplacian with Wentzell boundary condition
• A gradient flow that is none: heat flow with Wentzell boundary conditions

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