VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH

DOI10.1142/S021919971350017XzbMath1280.35156arXiv1108.3181OpenAlexW2134296395WikidataQ59873990 ScholiaQ59873990MaRDI QIDQ2859242

Marco Veneroni, D. R. Michiel Renger, Mark Adriaan Peletier

Publication date: 7 November 2013

Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3181

zbMATH Keywords

Wasserstein metricMosco convergencegradient flowlarge deviationsFokker-Planck equation with decay

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Variational principles of physics (49S05) Fokker-Planck equations (35Q84)

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