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In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…

Analysis of PDEs · Mathematics 2015-06-05 Benedetto Piccoli , Francesco Rossi

The following type exponential convergence is proved for (non-degenerate or degenerate) McKean-Vlasov SDEs: $$W_2(\mu_t,\mu_\infty)^2 +{\rm Ent}(\mu_t|\mu_\infty)\le c {\rm e}^{-\lambda t} \min\big\{W_2(\mu_0, \mu_\infty)^2,{\rm…

Probability · Mathematics 2024-10-01 Panpan Ren , Feng-Yu Wang

In this paper, we study the Wasserstein gradient flow structure of the porous medium equation. We prove that, for the case of $q$-Gaussians on the real line, the functional derived by the JKO-discretization scheme is asymptotically…

Analysis of PDEs · Mathematics 2013-07-22 Manh Hong Duong

Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…

Fluid Dynamics · Physics 2024-09-23 Lingyun Ding

This paper investigates the diffusion limit of a kinetic BGK-type equation, focusing on its relaxation to a nonlinear aggregation-diffusion equation, where the diffusion exhibits a porous-medium-type nonlinearity. Unlike previous studies by…

Analysis of PDEs · Mathematics 2025-04-09 Young-Pil Choi , Jeongho Kim , Oliver Tse

We study a quasilinear parabolic Cauchy problem with a cumulative distribution function on the real line as an initial condition. We call 'probabilistic solution' a weak solution which remains a cumulative distribution function at all…

Probability · Mathematics 2014-03-13 Benjamin Jourdain , Julien Reygner

We derive the vorticity equation for an incompressible fluid on a 2-dimensional surface with arbitrary topology embedded in 3-dimensional Euclidean space by using a tailored Clebsch parametrization of the flow. In the inviscid limit, we…

Mathematical Physics · Physics 2022-09-21 Naoki Sato , Michio Yamada

In this paper we study the geodesic flow for a particular class of Riemannian non-compact manifolds with variable pinched negative sectional curvature. For a sequence of invariant measures we are able to prove results relating the loss of…

Dynamical Systems · Mathematics 2018-09-18 Godofredo Iommi , Felipe Riquelme , Anibal Velozo

In this paper, we derive a number of interesting properties and extensions of the convex flow problem from the perspective of convex geometry. We show that the sets of allowable flows always can be imbued with a downward closure property,…

Optimization and Control · Mathematics 2024-08-26 Theo Diamandis , Guillermo Angeris

We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…

Analysis of PDEs · Mathematics 2017-06-09 J. A. Carrillo , F. S. Patacchini , P. Sternberg , G. Wolansky

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

A formal derivation of linear hydrodynamics for a granular fluid is given. The linear response to small spatial perturbations of the homogeneous reference state is studied in detail using methods of non-equilibrium statistical mechanics. A…

Statistical Mechanics · Physics 2007-05-23 James W. Dufty , Aparna Baskaran , J. Javier Brey

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

Probability · Mathematics 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.00210 showed that the distributionally robust (pessimistic)…

Optimization and Control · Mathematics 2025-03-14 Haoming Shen , Ruiwei Jiang

This is a continuation of our study [Uhlmann-Zhai, JMPA, 2021] on an inverse boundary value problem for a nonlinear elastic wave equation. We prove that all the linear and nonlinear coefficients can be recovered from the…

Analysis of PDEs · Mathematics 2024-01-25 Gunther Uhlmann , Jian Zhai

We classify the self-similar solutions to a class of Weingarten curvature flow of connected compact convex hypersurfaces, isometrically immersed into space forms with non-positive curvature, and obtain a new characterization of a sphere in…

Differential Geometry · Mathematics 2009-05-07 Guanghan Li , Isabel Salavessa , Chuanxi Wu

Score-based generative modeling, implemented through probability flow ODEs, has shown impressive results in numerous practical settings. However, most convergence guarantees rely on restrictive regularity assumptions on the target…

Machine Learning · Statistics 2025-10-21 Gitte Kremling , Francesco Iafrate , Mahsa Taheri , Johannes Lederer

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma
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