Dynamical Systems in the Variational Formulation of the Fokker-Planck Equation by the Wasserstein Metric
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概要
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R. Jordan, D. Kinderlehrer and F. Otto proposed the discrete-time approximationof the Fokker-Planck equation by the variational formulation. It is determined bythe Wasserstein metric, an energy functional and the Gibbs-Boltzmann entropy functional.In this paper we study the asymptotic behavior of the dynamical systemswhich describe their approximation of the Fokker-Planck equation and characterizethe limit as a solution to a class of variational problems.
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- Dynamical Systems in the Variational Formulation of the Fokker-Planck Equation by the Wasserstein Metric