Wasserstein gradient flow formulation of the time-fractional Fokker-Planck equation

DOI10.4310/CMS.2020.v18.n7.a6zbMath1467.35318arXiv1908.09055OpenAlexW3112730752MaRDI QIDQ2023517

Bangti Jin, Manh Hong Duong

Publication date: 3 May 2021

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.09055

zbMATH Keywords

Wasserstein gradient flowconvergence of time-discretization schemetime-fractional Fokker-Planck equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

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