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We explicitly construct parameter transformations between gradient flows in metric spaces, called curves of maximal slope, having different exponents when the associated function satisfies a suitable convexity condition. These…

Analysis of PDEs · Mathematics 2024-04-04 Sho Shimoyama

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…

Machine Learning · Computer Science 2022-07-26 Jiaojiao Fan , Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Consider a probability measure on a Hilbert space defined via its density with respect to a Gaussian. The purpose of this paper is to demonstrate that an appropriately defined Markov chain, which is reversible with respect to the measure in…

Statistics Theory · Mathematics 2014-04-21 Natesh S. Pillai , Andrew M. Stuart , Alexandre H. Thiery

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…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…

Probability · Mathematics 2024-11-27 Claudio Landim , João Pedro Mangi , Beatriz Salvador

We consider three classical models of biological evolution: (i) the Moran process, an example of a reducible Markov Chain; (ii) the Kimura Equation, a particular case of a degenerated Fokker-Planck Diffusion; (iii) the Replicator Equation,…

Populations and Evolution · Quantitative Biology 2020-10-09 Fabio A. C. C. Chalub , Léonard Monsaingeon , Ana Margarida Ribeiro , Max O. Souza

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

This paper is concerned with probabilistic techniques for forecasting dynamical systems described by partial differential equations (such as, for example, the Navier-Stokes equations). In particular, it is investigating and comparing…

Machine Learning · Computer Science 2025-11-07 Hans Harder , Abhijeet Vishwasrao , Luca Guastoni , Ricardo Vinuesa , Sebastian Peitz

We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…

Probability · Mathematics 2024-02-02 Serena Della Corte , Richard C. Kraaij

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

We establish a representation of the heat flow with Wentzell boundary conditions on smooth domains as gradient descent dynamics for the entropy in a suitably extended Otto manifold of probability measures with additional boundary parts. Yet…

Analysis of PDEs · Mathematics 2025-06-30 Marie Bormann , Léonard Monsaingeon , D. R. Michiel Renger , Max von Renesse

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2021-08-04 David T. Limmer , Chloe Y. Gao , Anthony R. Poggioli

We present new abstract results on the interrelation between the minimizing movement scheme for gradient flows along a sequence of Gamma-converging functionals and the gradient flow motion for the corresponding limit functional, in a…

Analysis of PDEs · Mathematics 2016-03-10 Florentine Fleißner

We seek to establish qualitative convergence results to a general class of evolution PDEs described by gradient flows in optimal transportation distances. These qualitative convergence results come from dynamical systems under the general…

Analysis of PDEs · Mathematics 2020-10-02 J. A. Carrillo , R. S. Gvalani , J. Wu

A model to explain the statistics of the velocity gradients in the dissipation range of a turbulent flow is presented. The experimentally observed non-gaussian statistics is theoretically predicted by means of a thermodynamical analogy…

Statistical Mechanics · Physics 2007-05-23 Jacopo Bellazzini

Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. We prove that…

Probability · Mathematics 2009-12-21 Raphaël Rossignol , Marie Théret

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

A foundational question in relativistic fluid mechanics concerns the properties of the hydrodynamic gradient expansion at large orders. We establish the precise conditions under which this gradient expansion diverges for a broad class of…

High Energy Physics - Theory · Physics 2021-09-08 Michal P. Heller , Alexandre Serantes , Michał Spaliński , Viktor Svensson , Benjamin Withers

A fully coupled system of two second-order parabolic degenerate equations arising as a thin film approximation to the Muskat problem is interpreted as a gradient flow for the 2-Wasserstein distance in the space of probability measures with…

Analysis of PDEs · Mathematics 2013-08-29 Philippe Laurencot , Bogdan-Vasile Matioc
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