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Dynamical systems in the variational formulation of the Fokker-Plank equation by the Wasserstein metric

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Please use this identifier to cite or link to this item:http://doi.org/10.14943/83610

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
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

Submitter: 数学紀要登録作業用

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