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We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

Statistical Mechanics · Physics 2015-06-22 Yaming Chen , Wolfram Just

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with H\"older continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the…

Probability · Mathematics 2018-11-06 Xing Huang

In this paper, we offer a proof for a family of functional inequalities interpolating between the Poincar{\'e} and the logarithmic Sobolev (standard and weighted) inequalities. The proofs rely both on entropy flows and on a CD($\rho$, n)…

Functional Analysis · Mathematics 2019-03-04 Ivan Gentil , Simon Zugmeyer

We study nontrivial entropy invariants in the class of parabolic flows on homogeneous spaces, quasi-unipotent flows. We show that topological complexity (ie, slow entropy) can be computed directly from the Jordan block structure of the…

Dynamical Systems · Mathematics 2019-08-27 Adam Kanigowski , Kurt Vinhage , Daren Wei

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

Functional Analysis · Mathematics 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…

Probability · Mathematics 2026-02-20 Bastian Hilder , Patrick van Meurs , Upanshu Sharma

This thesis presents an overview of the flow equations recently introduced by Wegner. The little known mathematical framework of the flow in the manifold of unitarily equivalent matrices, as discovered in the mathematical literature before…

Nuclear Theory · Physics 2009-09-29 Bruce Henry Bartlett

This paper is devoted to sharp interpolation inequalities on the sphere and their proof using flows. The method explains some rigidity results and proves uniqueness in related semilinear elliptic equations. Nonlinear flows allow to cover…

Analysis of PDEs · Mathematics 2015-10-27 Jean Dolbeault , Maria J. Esteban , Michael Loss

To go beyond Gaussian approximation to the Hohenberg-Kohn free energy playing the key role in the density functional theory (DFT), the density functional \textit{integral} representation would be relevant, because field theoretical approach…

Soft Condensed Matter · Physics 2009-10-31 H. Frusawa , R. Hayakawa

We present a unifying approach to the study of entropies in Mathematics, such as measure entropy, topological entropy, algebraic entropy, set-theoretic entropy. We take into account discrete dynamical systems, that is, pairs $(X,T)$, where…

Dynamical Systems · Mathematics 2019-08-30 Dikran Dikranjan , Anna Giordano Bruno

We establish rigorously the equivalence between classical moment closure and a nonlinear variational approximation of the Fokker-Planck equation for dilute polymeric flow in the linearized Hookean spring chain setting. The variational…

Spectral Theory · Mathematics 2026-02-05 Caroline Lasser , Stephan B. Lunowa , Barbara Wohlmuth

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

Numerical Analysis · Mathematics 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

Analysis of PDEs · Mathematics 2023-07-26 Yair Shenfeld

We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.

Analysis of PDEs · Mathematics 2013-07-24 Stanislav V. Shaposhnikov

We introduce a family of scale-invariant entropy statistics derived from logarithmically aggregated distance distributions of point processes, with prime numbers serving as a motivating example. The construction associates to each finite…

Methodology · Statistics 2026-04-06 Mohamed Gewily

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to…

Classical Physics · Physics 2015-05-13 Vasily E. Tarasov , George M. Zaslavsky

We derive general Novikov-Morse type inequalities in a Conley type framework for flows carrying cocycles, therefore generalizing our results in [FJ2] derived for integral cocycle. The condition of carrying a cocycle expresses the…

Geometric Topology · Mathematics 2007-05-23 Huijun Fan , Juergen Jost

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

The aim of this work is to analyze the entropy, entropy flux and entropy supply rate of granular fluids within the frameworks of the Boltzmann equation and continuum thermodynamics. It is shown that the entropy inequality for a granular gas…

Statistical Mechanics · Physics 2010-11-17 Gilberto M. Kremer