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From the Perron-Frobenius equation to the Fokker-Planck equation

โœ Scribed by Christian Beck


Publisher
Springer
Year
1995
Tongue
English
Weight
629 KB
Volume
79
Category
Article
ISSN
0022-4715

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๐Ÿ“œ SIMILAR VOLUMES


Free energy and the Fokker-Planck equati
โœ Richard Jordan; David Kinderlehrer; Felix Otto ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 372 KB

We establish a new and intriguing connection between the Fokker-Planck equation with gradient drift term and an associated free energy functional. Namely, we demonstrate that such a Fokker-Planck equation may be interpreted as a gradient flux, or a steepest descent, of a free energy functional with