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Minimizing functionals in the space of probability distributions can be done with Wasserstein gradient flows. To solve them numerically, a possible approach is to rely on the Jordan-Kinderlehrer-Otto (JKO) scheme which is analogous to the…

Machine Learning · Computer Science 2022-11-16 Clément Bonet , Nicolas Courty , François Septier , Lucas Drumetz

Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…

Methodology · Statistics 2021-09-16 Yaqing Chen , Hans-Georg Müller

We study evolution equations on metric graphs with reservoirs, that is graphs where a one-dimensional interval is associated to each edge and, in addition, the vertices are able to store and exchange mass with these intervals. Focusing on…

Analysis of PDEs · Mathematics 2024-12-24 Georg Heinze , Jan-Frederik Pietschmann , André Schlichting

In his 2011 work, Maas has shown that the law of any time-reversible continuous-time Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. In this work we show…

Probability · Mathematics 2015-04-03 Helge Dietert

In this paper, we will consider the generalized Forchheimer flows for slightly compressible fluids. Using Muskat's and Ward's general form of Forchheimer equations, we describe the fluid dynamics by a nonlinear degenerate parabolic equation…

Numerical Analysis · Mathematics 2015-12-15 Thinh Kieu

In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…

Mathematical Physics · Physics 2016-10-11 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

Modeling of water and gas flow in low-permeability media is an important topic for a number of engineering such as exploitation of tight gas and disposal of high-level radioactive waste. It has been well documented in the literature that…

Fluid Dynamics · Physics 2018-08-28 H. W. Zhou , S. Yang , R. Wang , J. C. Zhong

We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…

Analysis of PDEs · Mathematics 2024-11-11 Marco Rehmeier , Michael Röckner

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

Numerical Analysis · Mathematics 2025-11-11 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

We introduce a family of reversible fragmentating-coagulating processes of particles of varying size-scaled diffusivity with strictly local interaction on the real line as mathematically rigorous description of colloidal motion of fluids.…

Probability · Mathematics 2022-09-21 Vitalii Konarovskyi , Max von Renesse

This article is concerned with the existence of nonnegative weak solutions to a particular fourth-order partial differential equation: it is a formal gradient flow with respect to a generalized Wasserstein transportation distance with…

Analysis of PDEs · Mathematics 2016-03-07 Jonathan Zinsl

The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on…

Statistics Theory · Mathematics 2018-09-25 Luigi Malagò , Luigi Montrucchio , Giovanni Pistone

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

Analysis of PDEs · Mathematics 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

We prove the existence and uniqueness of a weighted analogue of the Fefferman-Graham ambient metric for manifolds with density. We then show that this ambient metric forms the natural geometric framework for the singular Ricci flow: given a…

Differential Geometry · Mathematics 2026-01-27 Ayush Khaitan

We derive the porous medium equation from an interacting particle system which belongs to the family of exclusion processes, with nearest neighbor exchanges. The particles follow a degenerate dynamics, in the sense that the jump rates can…

Probability · Mathematics 2020-12-08 Oriane Blondel , Clément Cancès , Makiko Sasada , Marielle Simon

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

The thin-film and quantum drift diffusion equations belong to a fourth-order family of evolution equations proposed in ref. 16 to be analogous to the (second-order) porous medium family. They are $2$-Wasserstein gradient ($W_2$) flows of…

Analysis of PDEs · Mathematics 2013-11-27 Robert J. McCann , Christian Seis

One of the most popular approaches for solving total variation-regularized optimization problems in the space of measures are Particle Gradient Flows (PGFs). These restrict the problem to linear combinations of Dirac deltas and then perform…

Optimization and Control · Mathematics 2026-03-31 Christian Amend , Marcello Carioni , Konstantinos Zemas
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