Wasserstein stability estimates for covariance-preconditioned Fokker-Planck equations
Analysis of PDEs
2019-10-24 v2
Abstract
We study the convergence to equilibrium of the mean field PDE associated with the derivative-free methodologies for solving inverse problems. We show stability estimates in the euclidean Wasserstein distance for the mean field PDE by using optimal transport arguments. As a consequence, this recovers the known convergence towards equilibrium estimates in the case of a linear forward model.
Keywords
Cite
@article{arxiv.1910.07555,
title = {Wasserstein stability estimates for covariance-preconditioned Fokker-Planck equations},
author = {J. A. Carrillo and U. Vaes},
journal= {arXiv preprint arXiv:1910.07555},
year = {2019}
}
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