Related papers: Nonlinear diffusion: Geodesic Convexity is equival…
We study the geodesic convexity of various energy and entropy functionals restricted to (non-geodesically convex) submanifolds of Wasserstein spaces with their induced geometry. We prove a variety of convexity results by means of a simple…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their…
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…
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…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
We establish an equivalence between the rigidity of Wasserstein contraction along heat flows and the rigidity of Bakry--\'Emery gradient estimates for Lipschitz functions. Applying results of Ambrosio--Bru\'e--Semola and Han, we show that…
A nonlinear Lorentz invariant kinetic diffusion equation is introduced, which is consistent with the conservation laws of particles number, energy and momentum. The equilibrium solution converges to the Maxwellian density in the Newtonian…
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…
We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…
We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…
We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…
Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
Nonlinear hydrodynamic equations for visco-elastic media are discussed. We start from the recently derived fully hydrodynamic nonlinear description of permanent elasticity that utilizes the (Eulerian) strain tensor. The reversible quadratic…
Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…
We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…
For large classes of non-convex subsets $Y$ in ${\mathbb R}^n$ or in Riemannian manifolds $(M,g)$ or in RCD-spaces $(X,d,m)$ we prove that the gradient flow for the Boltzmann entropy on the restricted metric measure space $(Y,d_Y,m_Y)$…
We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…