Free energy and the Fokker-Planck equati
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Richard Jordan; David Kinderlehrer; Felix Otto
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Article
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1997
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Elsevier Science
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English
⚖ 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