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 April 26, 2024)
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Wasserstein metric convergence method for Fokker-Planck equations with point controls
Published
Author(s)
, 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
Pub Type
Journals
Download Paper
Keywords
Monge-Kantorovich mass transfer, Fokker-Planck Equations, Control Theory
Citation
Created July 1, 2009, Updated February 19, 2017