The stochastic-process interpretation conjecture for gradient-flow structures

The diffusion equation can be viewed as a gradient flow in several distinct ways, including as the L2L^2-gradient flow of the Dirichlet integral, as the H1H^{-1}-gradient flow of the L2L^2-norm, and as the Hs1H^{s-1}-gradient flow of the HsH^s-seminorm for each sRs\in\mathbb R. Each gradient-flow structure can be connected to an appropriate stochastic process via a large-deviation principle. This proposes a unifying stochastic interpretation of gradient-flow formulations: the underlying stochastic process should determine the associated dissipation and energy through its large deviations. The Wasserstein structure is motivated by Brownian particles, while the symmetric simple exclusion process motivates the mobility ρ(1ρ)\rho(1-\rho); the claim asserts that analogous connections exist for each gradient-flow structure.

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Primary source

Stefan Adams, Nicolas Dirr, Mark A. Peletier and Johannes Zimmer, “Large deviations and gradient flows”, arXiv:1201.4601 (2012).

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