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Wasserstein gradient flows from large deviations of many-particle limits

Manh Hong DuongVaios LaschosMichiel Renger — 2013

ESAIM: Control, Optimisation and Calculus of Variations

We study the Fokker–Planck equation as the many-particle limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the path-space rate functional, which characterises the large deviations from the expected trajectories, in such a way that the free energy appears explicitly. Next we use this formulation via the contraction principle to prove that the discrete time rate functional is asymptotically equivalent in the Gamma-convergence sense to the functional...

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