A Jordan-Kinderlehrer-Otto style variational scheme using L1 memory weights is shown to converge weakly in L1 to the unique weak solution of the time-fractional Fokker-Planck equation.
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Wasserstein Gradient Flow Formulation of the Time-Fractional Fokker-Planck Equation
A Jordan-Kinderlehrer-Otto style variational scheme using L1 memory weights is shown to converge weakly in L1 to the unique weak solution of the time-fractional Fokker-Planck equation.