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It is well-known that many diffusion equations can be recast as Wasserstein gradient flows. Moreover, in recent years, by modifying the Wasserstein distance appropriately, this technique has been transferred to further evolution equations…

Probability · Mathematics 2020-10-15 Kaveh Bashiri , Anton Bovier

We study the evolution of solutions to the 2D Euler equations whose vorticity is sharply concentrated in the Wasserstein sense around a finite number of points. Under the assumption that the vorticity is merely $L^p$ integrable for some…

Analysis of PDEs · Mathematics 2022-10-12 Stefano Ceci , Christian Seis

Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…

Materials Science · Physics 2019-06-19 M. Marchioro , A. Acrivos

One of the most profound questions of mathematical physics is that of establishing from first principles the hydrodynamic equations in large, isolated, strongly interacting many-body systems. This involves understanding relaxation at long…

Mathematical Physics · Physics 2022-04-11 Benjamin Doyon

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

We consider a system of granular particles, modeled by two dimensional frictional elastic disks, that is exposed to externally applied time-dependent shear stress in a planar Couette geometry. We concentrate on the external forcing that…

Soft Condensed Matter · Physics 2022-04-22 Miroslav Kramar , Chao Cheng , Rituparna Basak , Lou Kondic

We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…

Optimization and Control · Mathematics 2026-04-14 Andrey Kharitenko , Marta Fochesato , Anastasios Tsiamis , Niklas Schmid , John Lygeros

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…

Probability · Mathematics 2023-11-03 Gilles Germain , Yvik Swan

We study the long time behavior of the Wasserstein gradient flow for an energy functional consisting of two components: particles are attracted to a fixed profile $\omega$ by means of an interaction kernel $\psi_a(z)=|z|^{q_a}$,and they…

Analysis of PDEs · Mathematics 2014-01-13 Marco Di Francesco , Massimo Fornasier , Jan-Christian Hütter , Daniel Matthes

Many scientific systems, such as cellular populations or economic cohorts, are naturally described by probability distributions that evolve over time. Predicting how such a system would have evolved under different forces or initial…

Machine Learning · Statistics 2026-03-26 Tristan Luca Saidi , Gonzalo Mena , Larry Wasserman , Florian Gunsilius

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

Probability · Mathematics 2025-09-09 Thanh Dang , Lingjiong Zhu

Neuron models have attracted a lot of attention recently, both in mathematics and neuroscience. We are interested in studying long-time and large-population emerging properties in a simplified toy model. From a mathematical perspective,…

Probability · Mathematics 2024-01-31 Maxime Herda , Pierre Monmarché , Benoît Perthame

Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…

Machine Learning · Statistics 2026-03-10 Eduardo Fernandes Montesuma , Yassir Bendou , Mike Gartrell

We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…

Computation · Statistics 2023-06-21 Adrien Corenflos , Hany Abdulsamad

Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…

Machine Learning · Statistics 2019-02-19 Boris Muzellec , Marco Cuturi

Learning conditional densities and identifying factors that influence the entire distribution are vital tasks in data-driven applications. Conventional approaches work mostly with summary statistics, and are hence inadequate for a…

Methodology · Statistics 2022-09-13 Chengliang Tang , Nathan Lenssen , Ying Wei , Tian Zheng

Motivated by the statistical and computational challenges of computing Wasserstein distances in high-dimensional contexts, machine learning researchers have defined modified Wasserstein distances based on computing distances between…

Probability · Mathematics 2022-06-02 Jiaqi Xi , Jonathan Niles-Weed
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