Upscaling from particle models to entropic gradient flows

N. Dirr, V. Laschos, J. Zimmer

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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.
Original languageEnglish
Article number063704
JournalJournal of Mathematical Physics
Volume53
Issue number6
DOIs
Publication statusPublished - 2012

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