icon-symbol-logout-darkest-grey

Applied Analysis SeminarDiscretization of Diffusions via Gradient Flows

  • Date in the past
  • Thursday, 18. January 2024, 14:00
  • INF 205, SR 2
    • Błażej Miasojedow (University of Warsaw)
  • Address

    Mathematikon
    Im Neuenheimer Feld 205
    Seminar Room 2

  • Event Type

We consider the non-linear Fokker-Planck equation. We show uniform in time bounds for the error of particle approximation in terms of the second Wasserstein distance. We use the variational formulation of non-linear Fokker-Planck and we show that particle approximation can be seen as an inexact gradient flow of free energy functional. To deal with non-local interaction kernel we use results from propagation of chaos theory. The talk will be based on the joint work with Matej Benko, Iwona Chlebicka and Jorgen Endal.

All Dates of the Event 'Applied Analysis Seminar'