English

On gradient stability in nonlinear PDE models and inference in interacting particle systems

Statistics Theory 2026-01-16 v1 Numerical Analysis Analysis of PDEs Numerical Analysis Probability Statistics Theory

Abstract

We consider general parameter to solution maps θG(θ)\theta \mapsto \mathcal G(\theta) of non-linear partial differential equations and describe an approach based on a Banach space version of the implicit function theorem to verify the gradient stability condition of Nickl&Wang (JEMS 2024) for the underlying non-linear inverse problem, providing also injectivity estimates and corresponding statistical identifiability results. We illustrate our methods in two examples involving a non-linear reaction diffusion system as well as a McKean--Vlasov interacting particle model, both with periodic boundary conditions. We apply our results to prove the polynomial time convergence of a Langevin-type algorithm sampling the posterior measure of the interaction potential arising from a discrete aggregate measurement of the interacting particle system.

Keywords

Cite

@article{arxiv.2601.10326,
  title  = {On gradient stability in nonlinear PDE models and inference in interacting particle systems},
  author = {Aurélien Castre and Richard Nickl},
  journal= {arXiv preprint arXiv:2601.10326},
  year   = {2026}
}

Comments

36 pages

R2 v1 2026-07-01T09:05:44.552Z