Related papers: From Poincar\'e to logarithmic Sobolev inequalitie…
This work evaluates the magnitude of the turbulent energy cascade in terms of forward and backward scattering by modeling the "stretch and fold" mechanism through a drift-free Hanggi-Klimontovich stochastic process. Mapping this dynamics…
In this article, motivated by a work of Caffarelli and Cordoba in phase transitions analysis, we prove new weighted anisotropic Sobolev type inequalities, that is Sobolev type inequalities where different derivatives have different weight…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
The purpose of this work is mostly expository and aims to elucidate the Jordan-Kinderlehrer-Otto (JKO) scheme for uncertainty propagation, and a variant, the Laugesen-Mehta-Meyn-Raginsky (LMMR) scheme for filtering. We point out that these…
We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…
The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems:…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
In a previous paper [I. Bena, M. Malek Mansour, and F. Baras, ``Hydrodynamic fluctuations in the Kolmogorov flow: Linear regime", Phys. Rev. E 59, 5503 - 5510 (1999)] the statistical properties of the linearized Kolmogorov flow have been…
We develop a geometric flow framework to investigate two classical shape functionals: the torsional rigidity and the first Dirichlet eigenvalue of the Laplacian. First, by constructing novel deformation paths governed by height-stretching…
In this paper we study the isomonodromic deformations of systems of differential equations with poles of any order on the Riemann sphere as Hamiltonian flows on the product of co-adjoint orbits of the Takiff algebra (i.e. truncated current…
The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…
We discuss $(K,N)$-convexity and gradient flows for $(K,N)$-convex functionals on metric spaces, in the case of real $K$ and negative $N$. In this generality, it is necessary to consider functionals unbounded from below and/or above,…
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper, we propose a new version of such a methodology, a framework…
This is a continuation of our previous work 0712.4092. It is well known that various isoperimetric inequalities imply their functional ``counterparts'', but in general this is not an equivalence. We show that under certain convexity…
We prove two new results connected with elliptic Fokker-Planck-Kolmogorov equations with drifts integrable with respect to solutions. The first result answers negatively a long-standing question and shows that a density of a probability…
In this paper we give an affirmative answer to an open question mentioned in [Le Bris and Lions, Comm. Partial Differential Equations 33 (2008), 1272--1317], that is, we prove the well-posedness of the Fokker-Planck type equations with…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
We recall two approaches to recent improvements of the classical Sobolev inequality. The first one follows the point of view of Real Analysis, while the second one relies on tools from Convex Geometry. In this paper we prove a (sharp)…
We consider a family of Gagliardo-Nirenberg-Sobolev interpolation inequalities which interpolate between Sobolev's inequality and the logarithmic Sobolev inequality, with optimal constants. The difference of the two terms in the…
We study convexity or concavity of certain trace functions for the deformed logarithmic and exponential functions, and obtain in this way new trace inequalities for deformed exponentials that may be considered as generalizations of…