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.
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