Related papers: Wasserstein gradient flows from large deviations o…
Motivated by a recent method for approximate solution of Fredholm equations of the first kind, we develop a corresponding method for a class of Fredholm equations of the \emph{second kind}. In particular, we consider the class of equations…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
The relativistic hydrodynamical equations are being examined with the aim of extracting the quantum-mechanical equations (the relativistic Klein-Gordon equation and the Schr\"odinger equation in the non-relativistic limit). In both cases it…
We revisit the celebrated Wilemski-Fixman (WF) treatment for the looping time of a free-draining polymer. The WF theory introduces a sink term into the Fokker-Planck equation for the $3(N+1)$-dimensional Ornstein-Uhlenbeck process of the…
We give a comprehensive description of Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\mathcal F_\nu := \text{MMD}_K^2(\cdot, \nu)$ towards given target measures $\nu$ on the real line, where we focus on the…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…
We consider the dispersive logarithmic Schr{\"o}dinger equation in a semi-classical scaling. We extend the results about the large time behaviour of the solution (dispersion faster than usual with an additional logarithmic factor,…
Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum and energy.…
We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
A plane non-parallel vortex flow in a square fluid domain is examined. The energy dissipation of the flow is dominated by viscosity and linear friction effect of a Hartmann layer. This is a traditional Navier-Stokes flow when the linear…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We derive two estimates for the deviation of the $N$-particle, hard-spheres Kac process from the corresponding Boltzmann equation, measured in expected Wasserstein distance. Particular care is paid to the long-time properties of our…
This article has to do with the derivation and solution of the Fokker--Planck equation associated to the momentum-independent Wigner function, of a particle subjected to a harmonic external field and immersed in a ohmic thermal bath of…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
We construct a kinetic model for matter-radiation interactions whose hydrodynamic gradient expansion can be computed analytically up to infinite order in derivatives, in the fully nonlinear regime, and for arbitrary flows. The frequency…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…
We investigate the hydrodynamic properties of a fluid simulated with a mesoscopic solvent model. Two distinct regimes are identified, the `particle regime' in which the dynamics is gas-like, and the `collective regime' where the dynamics is…