2011/08/16 by Mark A. Peletier, Mark Peletier, Peletier, Mark +5
Mathematics · Physics and Astronomy · #Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA) #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Mechanics and Entropy #Theoretical and Computational Physics #math.AP #math.FA #math.PR
paper · pdf · doi:10.48550/arxiv.1108.3181
openalex publication_date 2011/08/16 · arxiv created 2013/03/07 · arxiv updated 2013/03/08 · openalex created_date 2025/10/24 · openalex updated_date 2026/07/28
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an energy-dissipation functional in a Gamma-convergence sense. Moreover, we prove that the resulting functional, which involves entropic terms and the Wasserstein metric, is again a variational formulation for the Fokker-Planck equation with decay.