THE VARIATIONAL FORMULATION OF THE FOKKER-PLANCK EQUATION

Keywords

Fokker–Planck equation, Mathematics, Wasserstein metric, Stochastic differential equation, Randomness

References

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• Entropic gradient flows on the Wasserstein space via large deviations from thermodynamic limitsVaios Laschos — 2013
• A variational method for a class of parabolic PDEsAlessio Figalli, Wilfrid Gangbo, Türkay Yolcu — 2011
• Geometric Approach to Evolution Problems in Metric SpacesIgor Stojković — 2011
• Optimal Transportation in the presence of a prescribed pressure field(Variational Problems and Related Topics)Gershon Wolansky — 2003
• Displacement convexity of generalized entropiesShin‐ichi Ohta, Asuka Takatsu — 2010
• On Tracking Free Surfaces in LiquidsPetr Klouček — 2005
• Numerical Solution of the Optimal Transportation Problem via viscosity solutions for the Monge-Ampere equationJean‐David Benamou, Brittany D. Froese, Adam M. Oberman — 2012
• Remarks on the JKO variational scheme and constrained optimization in the Wasserstein metricAdrian Tudorascu — 2004
• Matrix-valued optimal mass transportation and its applicationsLipeng Ning — 2013
• Efficient algorithms computing distances between Radon measures on RJędrzej Jabłoński, Anna Marciniak‐Czochra — 2013
• Gradient flows and a Trotter-Kato formula of semi-convex functions on CAT(1)-spacesShin‐ichi Ohta, Miklós Pálfia — 2014
• Convergence of the thresholding scheme for multi-phase mean-curvature flowTim Laux, Félix Otto — 2016
• On a Kinetic Formulation of the Euler EquationsMisha Perepelitsa — 2015
• Entropic Ricci curvature bounds for discrete interacting systemsMax Fathi, Jan Maas — 2015
• Limiting Evolution of Families of Partial Differential EquationsDamon Alexander — 2014
• Nonlocal Interaction Equations in Heterogeneous and Non-Convex EnvironmentsLijiang Wu — 2015

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