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Wasserstein metric convergence method for Fokker-Planck equations with point controls

Published

Author(s)

Anthony J. Kearsley, Luca Petrelli

Abstract

Monge-Kantorovich mass transfer theory is employed to obtain an existence and uniqueness result for solutions to Fokker-Planck Equations with time dependent point control. Existence for an approximate problem is established together with a convergence analysis in the Wasserstein distance through equivalence with weak convergence.
Citation
Applied Mathematics Letters
Volume
22
Issue
7

Keywords

Monge-Kantorovich mass transfer, Fokker-Planck Equations, Control Theory

Citation

Kearsley, A. and Petrelli, L. (2009), Wasserstein metric convergence method for Fokker-Planck equations with point controls, Applied Mathematics Letters, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=152147 (Accessed October 15, 2024)

Issues

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Created July 1, 2009, Updated February 19, 2017