Since meeting the Wasserstein metric during my PhD journey, I knew about the 1998 paper “The Variational Formulation of the Fokker-Planck Equation” by Richard Jordan, David Kinderlehrer and Felix Otto, thinking this pioneering article lives in its own little corner of mathematics surrounded by Wasserstein-2 gradient flow enthusiasts. Few mathematicians I talked to outside of this bubble seemed to have ever heard of a JKO scheme. Little did I know that this gem is the single most downloaded article of the *SIAM Journal on Mathematical Analysis *since its 50 volumes of existence. Wow.

Why is it so popular? It describes the gradient flow structure of the Fokker-Planck equation using an implicit time discretization in the form of a sequence of variational problems, called “minimizing movements”. In doing so, it builds a bridge between geometric analysis, optimal transportation, quasistatic dissipative evolutions, applied partial differential equations and rational mechanics.

For a short summary of the paper and why so many people are interested in it, have a look at this recent article in SIAM NEWS by Felix Otto, mentioning at least 10 mathematicians I’ve had the chance to personally interact with.