pith. sign in

arxiv: 1203.0676 · v2 · pith:7GI4ACSTnew · submitted 2012-03-03 · 🧮 math.AP · math-ph· math.MP· math.OC

Wasserstein gradient flows from large deviations of thermodynamic limits

classification 🧮 math.AP math-phmath.MPmath.OC
keywords functionalgradientwassersteindeviationshydrodynamiclargelimitrate
0
0 comments X
read the original abstract

We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the hydrodynamic limit, in a way that the free energy appears explicitly. Next we use this formulation via the contraction principle to prove that the discreet time rate functional is asymptotically equivalent in the Gamma-convergence sense to the functional derived from the Wasserstein gradient discretization scheme.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.