Related papers: Wasserstein gradient flows from large deviations o…
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be…
We obtain the first rigorous derivation of an incompressible Navier-Stokes-Fourier system with self-consistent and time-dependent forcing terms from the inelastic hard-spheres Boltzmann equation associated to the relevant case of…
Non-linear versions of log-Sobolev inequalities, that link a free energy to its dissipation along the corresponding Wasserstein gradient flow (i.e. corresponds to Polyak-Lojasiewicz inequalities in this context), are known to provide global…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We derive Wasserstein distance bounds between the probability distributions of a stochastic integral (It\^o) process with jumps $(X_t)_{t\in [0,T]}$ and a jump-diffusion process $(X^\ast_t)_{t\in [0,T]}$. Our bounds are expressed using the…
We consider the dynamic large deviation behaviour of Kac's collisional process for a range of initial conditions including equilibrium. We prove an upper bound with a rate function of the type which has previously been found for kinetic…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
The observation of fluid-like behavior in nucleus-nucleus, proton-nucleus and high-multiplicity proton-proton collisions motivates systematic studies of how different measurements approach their fluid-dynamic limit. We have developed…
Considering a gas of self-propelled particles with binary interactions, we derive the hydrodynamic equations governing the density and velocity fields from the microscopic dynamics, in the framework of the associated Boltzmann equation.…
We develop a rigorous theory of hard-sphere dynamics in the kinetic regime, away from thermal equilibrium. In the low density limit, the empirical density obeys a law of large numbers and the dynamics is governed by the Boltzmann equation.…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
We study a class of quadratic Wasserstein distances on spaces consisting of generalized dynamical systems on a von Neumann algebra. We emphasize how symmetry of such a Wasserstein distance arises, but also study the asymmetric case. This…
We introduce a Kac's type walk whose rate of binary collisions preserves the total momentum but not the kinetic energy. In the limit of large number of particles we describe the dynamics in terms of empirical measure and flow, proving the…
It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We show when the cost function has a mixed Hessian which defines a…
Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…
We prove the convergence of an implicit time discretization for the one-phase Mullins-Sekerka equation, possibly with additional non-local repulsion, proposed in [F. Otto, Arch. Rational Mech. Anal. 141 (1998) 63--103]. Our simple argument…