Gradient flow structure for McKean-Vlasov equations on discrete spaces

2016 
In this work, we show that a family of non-linear mean-field equations on discrete spaces, can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that this gradient flow structure arises as the limit of the gradient flow structures of a natural sequence of N-particle dynamics, as N goes to infinity.
    • Correction
    • Cite
    • Save
    • Machine Reading By IdeaReader
    0
    References
    0
    Citations
    NaN
    KQI
    []