Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions

Forkert DL, Maas J, Portinale L. 2022. Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions. SIAM Journal on Mathematical Analysis. 54(4), 4297–4333.

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Abstract
We consider finite-volume approximations of Fokker--Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker--Planck equation via the method of evolutionary $\Gamma$-convergence, i.e., we pass to the limit at the level of the gradient flow structures, generalizing the one-dimensional result obtained by Disser and Liero. The proof is of variational nature and relies on a Mosco convergence result for functionals in the discrete-to-continuum limit that is of independent interest. Our results apply to arbitrary regular meshes, even though the associated discrete transport distances may fail to converge to the Wasserstein distance in this generality.
Publishing Year
Date Published
2022-07-18
Journal Title
SIAM Journal on Mathematical Analysis
Acknowledgement
This work was supported by the European Research Council (ERC) under the European Union's Horizon 2020 Research and Innovation Programme grant 716117 and by the AustrianScience Fund (FWF) through grants F65 and W1245.
Volume
54
Issue
4
Page
4297-4333
ISSN
eISSN
IST-REx-ID

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Forkert DL, Maas J, Portinale L. Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions. SIAM Journal on Mathematical Analysis. 2022;54(4):4297-4333. doi:10.1137/21M1410968
Forkert, D. L., Maas, J., & Portinale, L. (2022). Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions. SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics. https://doi.org/10.1137/21M1410968
Forkert, Dominik L, Jan Maas, and Lorenzo Portinale. “Evolutionary $\Gamma$-Convergence of Entropic Gradient Flow Structures for Fokker-Planck Equations in Multiple Dimensions.” SIAM Journal on Mathematical Analysis. Society for Industrial and Applied Mathematics, 2022. https://doi.org/10.1137/21M1410968.
D. L. Forkert, J. Maas, and L. Portinale, “Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions,” SIAM Journal on Mathematical Analysis, vol. 54, no. 4. Society for Industrial and Applied Mathematics, pp. 4297–4333, 2022.
Forkert DL, Maas J, Portinale L. 2022. Evolutionary $\Gamma$-convergence of entropic gradient flow structures for Fokker-Planck equations in multiple dimensions. SIAM Journal on Mathematical Analysis. 54(4), 4297–4333.
Forkert, Dominik L., et al. “Evolutionary $\Gamma$-Convergence of Entropic Gradient Flow Structures for Fokker-Planck Equations in Multiple Dimensions.” SIAM Journal on Mathematical Analysis, vol. 54, no. 4, Society for Industrial and Applied Mathematics, 2022, pp. 4297–333, doi:10.1137/21M1410968.
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