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arxiv: 1601.08098 · v2 · pith:JULDIICDnew · submitted 2016-01-29 · 🧮 math.PR

Gradient flow structure for McKean-Vlasov equations on discrete spaces

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keywords flowgradientstructurediscreteequationsnaturalspacesarises
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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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