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Upscaling from particle models to entropic gradient flows

Dirr, Nicolas, Laschos, Vaios and Zimmer, Johannes 2012. Upscaling from particle models to entropic gradient flows. Journal of Mathematical Physics 53 (6) , 063704. 10.1063/1.4726509

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Abstract

We prove that, for the case of Gaussians on the real line, the functional derived by a time discretization of the diffusion equation as entropic gradient flow is asymptotically equivalent to the rate functional derived from the underlying microscopic process. This result strengthens a conjecture that the same statement is actually true for all measures with second finite moment.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Additional Information: 9 pages.
Publisher: American Institute of Physics
ISSN: 0022-2488
Last Modified: 04 Jun 2017 04:00
URI: http://orca.cf.ac.uk/id/eprint/30812

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