On gradient structures for Markov chains and the passage to Wasserstein gradient flows
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 1899 | |
dc.contributor.author | Disser, Karoline | |
dc.contributor.author | Liero, Matthias | |
dc.date.accessioned | 2016-03-24T17:37:14Z | |
dc.date.available | 2019-06-28T08:15:24Z | |
dc.date.issued | 2013 | |
dc.description.abstract | We study the approximation of Wasserstein gradient structures by their finite-dimensional analog. We show that simple finite-volume discretizations of the linear Fokker-Planck equation exhibit the recently established entropic gradient-flow structure for reversible Markov chains. Then we reprove the convergence of the discrete scheme in the limit of vanishing mesh size using only the involved gradient-flow structures. In particular, we make no use of the linearity of the equations nor of the fact that the Fokker-Planck equation is of second order. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 0946-8633 | |
dc.identifier.uri | https://doi.org/10.34657/2832 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3022 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Wasserstein gradient flow | eng |
dc.subject.other | relative entropy | eng |
dc.subject.other | finite-volume scheme | eng |
dc.subject.other | entropy/entropy-dissipation formulation | eng |
dc.subject.other | gradient structures | eng |
dc.subject.other | Markov chain | eng |
dc.title | On gradient structures for Markov chains and the passage to Wasserstein gradient flows | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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