{"title":"Sticky-reflecting diffusion as a Wasserstein gradient flow","authors":"Jean-Baptiste Casteras , Léonard Monsaingeon , Filippo Santambrogio","doi":"10.1016/j.matpur.2025.103721","DOIUrl":null,"url":null,"abstract":"<div><div>In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard reference measure, the sum of an absolutely continuous interior part plus a singular part supported on the boundary. Taking the small time-step limit in a minimizing movement (JKO scheme) we prove existence of weak solutions for the coupled system of PDEs satisfying in addition an Energy Dissipation Inequality.</div></div>","PeriodicalId":51071,"journal":{"name":"Journal de Mathematiques Pures et Appliquees","volume":"199 ","pages":"Article 103721"},"PeriodicalIF":2.1000,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal de Mathematiques Pures et Appliquees","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0021782425000650","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard reference measure, the sum of an absolutely continuous interior part plus a singular part supported on the boundary. Taking the small time-step limit in a minimizing movement (JKO scheme) we prove existence of weak solutions for the coupled system of PDEs satisfying in addition an Energy Dissipation Inequality.
期刊介绍:
Published from 1836 by the leading French mathematicians, the Journal des Mathématiques Pures et Appliquées is the second oldest international mathematical journal in the world. It was founded by Joseph Liouville and published continuously by leading French Mathematicians - among the latest: Jean Leray, Jacques-Louis Lions, Paul Malliavin and presently Pierre-Louis Lions.