Strong $L^2{H}^2$ convergence of the JKO scheme for the Fokker-Planck equation

Filippo Santambrogio, Gayrat Toshpulatov

Following a celebrated paper by Jordan, Kinderleherer and Otto it is possible to discretize in time the Fokker-Planck equation ${\partial }_t\varrho =\Delta \varrho +\nabla \cdot (\rho \nabla V)$ b…