Displacement convexity for the entropy in semi-discrete non-linear Fokker-Planck equations
The displacement λ-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 λ is computed explicitly in terms of a priori estimates of the solution to a finite-difference approximation of a non-...
| Hauptverfasser: | , , |
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| Format: | Journal article |
| Sprache: | English |
| Veröffentlicht: |
Cambridge University Press
2018
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