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Dynamical systems in the variational formulation of the Fokker-Plank equation by the Wasserstein metric
| Title: | Dynamical systems in the variational formulation of the Fokker-Plank equation by the Wasserstein metric |
| Authors: | Mikami, T. Browse this author |
| Issue Date: | 1-Jul-1999 |
| Publisher: | Department of Mathematics, Hokkaido University |
| Journal Title: | Hokkaido University Preprint Series in Mathematics |
| Volume: | 464 |
| Start Page: | 1 |
| End Page: | 52 |
| 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. We also give a simple approach in a one-dimensional case. |
| Type: | bulletin (article) |
| URI: | http://hdl.handle.net/2115/69214 |
| Appears in Collections: | 理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics
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Submitter: 数学紀要登録作業用
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