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The Variational Formulation of the Fokker--Planck Equation

โœ Scribed by Jordan, Richard; Kinderlehrer, David; Otto, Felix


Book ID
118199481
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
352 KB
Volume
29
Category
Article
ISSN
0036-1410

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โœ Chaocheng Huang; Richard Jordan ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 271 KB ๐Ÿ‘ 1 views

Time-discrete variational schemes are introduced for both the Vlasov}Poisson}Fokker}Planck (VPFP) system and a natural regularization of the VPFP system. The time step in these variational schemes is governed by a certain Kantorovich functional (or scaled Wasserstein metric). The discrete variationa