Lattice Fokker-Planck Method Based on Wasserstein Gradient Flows
نویسنده
چکیده
Abstract A lattice Fokker-Planck method is introduced based upon a variational formulation of the time evolution as a Wasserstein gradient flow within the space of probability densities of the system. Gradient descent directions are efficiently generated by exploiting the link to Langevin dynamics and the parallel-execution capabilities of graphics processing units. This approach can capture all relevant time scales of the system in contrast to standard, single or few time scale lattice methods. An example is presented for the elongational viscoelastic flow produced by a four-roller mill.
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تاریخ انتشار 2012