التفاصيل البيبلوغرافية
| العنوان: |
From a large-deviations principle to the Wasserstein gradient flow : a new micro-macro passage |
| المؤلفون: |
Adams, S, Dirr, N, Peletier, MA Mark, Zimmer, J |
| المصدر: |
ISSN:0010-3616. |
| بيانات النشر: |
Springer |
| سنة النشر: |
2011 |
| المجموعة: |
Eindhoven University of Technology (TU/e): Research Portal |
| الوصف: |
We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step h > 0, a large-deviations rate functional J h characterizes the behaviour of the particle system at t = h in terms of the initial distribution at t = 0. For the diffusion equation, a single step in the time-discretized entropy-Wasserstein gradient flow is characterized by the minimization of a functional K h . We establish a new connection between these systems by proving that J h and K h are equal up to second order in h as h ¿ 0. This result gives a microscopic explanation of the origin of the entropy-Wasserstein gradient flow formulation of the diffusion equation. Simultaneously, the limit passage presented here gives a physically natural description of the underlying particle system by describing it as an entropic gradient flow. |
| نوع الوثيقة: |
article in journal/newspaper |
| وصف الملف: |
application/pdf |
| اللغة: |
English |
| Relation: |
http://repository.tue.nl/709325 |
| الاتاحة: |
http://repository.tue.nl/709325 |
| Rights: |
Copyright (c) Adams, S ; Copyright (c) Dirr, N ; Copyright (c) Peletier, MA Mark ; Copyright (c) Zimmer, J |
| رقم الانضمام: |
edsbas.4DBB7B9A |
| قاعدة البيانات: |
BASE |