The variational formulation of the Fokker-Planck equation

SIAM Journal on Mathematical Analysis

Volumn 29, Issue 1, 1998, Pages 1-17

  Jordan, Richard ^a,b   Kinderlehrer, David ^a   Otto, Felix ^a,c,d  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

^c UNIVERSITY OF BONN   (Germany)

^d NEW YORK UNIVERSITY   (United States)

Author keywords

Fokker Planck equation; Free energy; Steepest descent; Wasserstein metric

Indexed keywords

EID: 0032343437     PISSN: 00361410     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036141096303359     Document Type: Article

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