2017
DOI: 10.1016/j.na.2017.04.009
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Gradient flow formulation and longtime behaviour of a constrained Fokker–Planck equation

Abstract: Abstract. We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear.In this paper we exploit an interpretation of this equation as a Wasserstein gradient flow of a free energy F on a time-constrained manifold. First, we prove existence of solutions by passing to the limit in an explicit Euler scheme obtained by minimizing hF ( ) + W 2 2 ( 0 , ) amo… Show more

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Cited by 9 publications
(5 citation statements)
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“…Proof. The proof of the lemma is inspired by [16,Lemma 3.7,(3.10)]. Let P n be the optimal plan for the Wasserstein distance W 2 (ρ n ,ρ n−1 ) between ρ n−1 and ρ n .…”
Section: Proof Of Theorem 42mentioning
confidence: 99%
“…Proof. The proof of the lemma is inspired by [16,Lemma 3.7,(3.10)]. Let P n be the optimal plan for the Wasserstein distance W 2 (ρ n ,ρ n−1 ) between ρ n−1 and ρ n .…”
Section: Proof Of Theorem 42mentioning
confidence: 99%
“…Our natural boundary condition is the third-order one appearing in (1.1). General gradient flows with time-dependent constraints have been studied in [6]. The general methodology of these papers is a form of Lyapunov-Schmitt reduction and originates from Ye [20].…”
Section: Introductionmentioning
confidence: 99%
“…This approach was first implemented for the classical Becker-Döring equation in [35] and recently generalized in [13]. Moreover, a similar strategy was recently applied to obtain rates of convergence to equilibrium for Fokker-Planck equation with constraints [23].…”
mentioning
confidence: 99%