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Displacement convexity for the entropy in semi-discrete non-linear Fokker-Planck equations

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Author(s):
Carrillo, Jose A. ; Juengel, Ansgar ; Santos, Matheus C.
Total Authors: 3
Document type: Journal article
Source: EUROPEAN JOURNAL OF APPLIED MATHEMATICS; v. 30, n. 6, p. 20-pg., 2019-12-01.
Abstract

The displacement lambda-convexity of a non-standard entropy with respect to a non-local transportation metric in finite state spaces is shown using a gradient flow approach. The constant lambda is computed explicitly in terms of a priori estimates of the solution to a finite-difference approximation of a non-linear Fokker-Planck equation. The key idea is to employ a new mean function, which defines the Onsager operator in the gradient flow formulation. (AU)

FAPESP's process: 15/20962-7 - Optimal Transport Methods in Partial Differential Equation
Grantee:Matheus Correia dos Santos
Support Opportunities: Scholarships abroad - Research Internship - Post-doctor