Upscaling from particle models to entropic gradient flows

N. Dirr, V. Laschos, J. Zimmer

Research output: Contribution to journalArticle

9 Citations (Scopus)
66 Downloads (Pure)

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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Upscaling
Gradient Flow
Asymptotically equivalent
Time Discretization
Real Line
Diffusion equation
Moment
moments
gradients
Model

Cite this

Upscaling from particle models to entropic gradient flows. / Dirr, N.; Laschos, V.; Zimmer, J.

In: Journal of Mathematical Physics, Vol. 53, No. 6, 063704, 2012.

Research output: Contribution to journalArticle

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