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Dynamical Systems in the Variational Formulation of the Fokker-Planck Equation by the Wasserstein Metric
| Title: | Dynamical Systems in the Variational Formulation of the Fokker-Planck Equation by the Wasserstein Metric |
| Authors: | Mikami, Toshio1 Browse this author |
| Authors(alt): | 三上, 敏夫1 |
| Issue Date: | Oct-2000 |
| Publisher: | Springer New York |
| Journal Title: | Applied Mathematics and Optimization |
| Volume: | 42 |
| Issue: | 2 |
| Start Page: | 203 |
| End Page: | 227 |
| Publisher DOI: | 10.1007/s002450010008 |
| Abstract: | 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. |
| Rights: | The original publication is available at www.springerlink.com |
| Type: | article (author version) |
| URI: | http://hdl.handle.net/2115/5878 |
| Appears in Collections: | 理学院・理学研究院 (Graduate School of Science / Faculty of Science) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)
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Submitter: 三上 敏夫
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