Dynamical Systems in the Variational Formulation of the Fokker-Planck Equation by the Wasserstein Metric
Journal Article
·
· Applied Mathematics and Optimization
- Department of Mathematics, Hokkaido University, Sapporo 060-0810 (Japan), E-mail: mikami@math.sci.hokudai.ac.jp
R. Jordan, D. Kinderlehrer, and F. Otto proposed the discrete-time approximation of the Fokker-Planck equation by the variational formulation. It is determined by the Wasserstein metric, an energy functional, and the Gibbs-Boltzmann entropy functional. In this paper we study the asymptotic behavior of the dynamical systems which describe their approximation of the Fokker-Planck equation and characterize the limit as a solution to a class of variational problems.
- OSTI ID:
- 21067519
- Journal Information:
- Applied Mathematics and Optimization, Vol. 42, Issue 2; Other Information: DOI: 10.1007/s002450010008; Copyright (c) Inc. 2000 Springer-Verlag New York; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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