15. Interpretation of finite volume discretization schemes for the Fokker–Planck equation as gradient flows for the discrete Wasserstein distance

DOI10.1515/9783110430417-016zbMath1379.60089OpenAlexW4213256701MaRDI QIDQ4596922

Fatima Al Reda, Bertrand Maury

Publication date: 11 December 2017

Published in: Topological Optimization and Optimal Transport (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110430417-016

zbMATH Keywords

heat equationFokker-Planck equationMarkov kernelWasserstein distancegradient flowsresistive networkfinite volumes discretization

Mathematics Subject Classification ID

Heat equation (35K05) Diffusion processes (60J60) Applications of graph theory to circuits and networks (94C15) Continuous-time Markov processes on discrete state spaces (60J27) Heat kernel (35K08) Applications of continuous-time Markov processes on discrete state spaces (60J28) Finite volume methods for boundary value problems involving PDEs (65N08)

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