Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations

We study the convergence to equilibrium of the mean field PDE associated with the derivative-free methodologies for solving inverse problems that are presented by Garbuno-Inigo et al (2020 SIAM J. Appl. Dyn. Syst. 19 412–41), Herty and Visconti (2018 arXiv:1811.09387). We show stability estimates in...

Full description

Bibliographic Details
Main Authors: Carrillo, JA, Vaes, U
Format: Journal article
Language:English
Published: IOP Publishing 2021