Search Results
From large deviations to Wasserstein gradient flows in multiple dimensions
We study the large deviation rate functional for the empirical measure of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer [ADPZ11] that this functional is asymptotically equivalent (in the sense of -convergence) to the JordanKinderlehrerOtto functional arising in the Wasserstein gradient flow structure of the FokkerPlanck equation. In higher dimensions, part of this statement (the lower bound) has been recently proved by Duong, Laschos and Renger, but the upper bound remained open, since the proof in [DLR13] relies on regularity properties of optimal transport maps that are restricted to one dimension. In this note we present a new proof of the upper bound, thereby generalising the result of [ADPZ11] to arbitrary dimensions.
Gradient flow structure for McKean-Vlasov equations on discrete spaces
In this work, we show that a family of non-linear mean-field equations on discrete spaces, can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that this gradient flow structure arises as the limit of the gradient flow structures of a natural sequence of N-particle dynamics, as N goes to infinity.