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

Mikami, T.

Hokkaido University Preprint Series in Mathematics, 1999, 464, 1-52

Permalink : https://doi.org/10.14943/83610

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DOI	https://doi.org/10.14943/83610
URI	https://hdl.handle.net/2115/69214
タイトル	Dynamical systems in the variational formulation of the Fokker-Plank equation by the Wasserstein metric
著者	著者名 Mikami, T.
言語	英語
発行日	1999-07-01
出版者	Department of Mathematics, Hokkaido University
収録物名	Hokkaido University Preprint Series in Mathematics
巻(号)	464
ページ	1-52
抄録	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.
資源タイプ	紀要論文
出版タイプ	Version of Record