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On the covariance of the Fokker-Planck equation

✍ Scribed by L. Garrido


Book ID
108002517
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
457 KB
Volume
100
Category
Article
ISSN
0378-4371

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Free energy and the Fokker-Planck equati
✍ Richard Jordan; David Kinderlehrer; Felix Otto πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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