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A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

Two classes of measure-valued valuations on convex functions related to Monge-Amp\`ere operators are investigated and classified. It is shown that the space of all valuations with values in the space of complex Radon measures on…

Metric Geometry · Mathematics 2023-03-29 Jonas Knoerr

We consider a nonlinear degenerate convection-diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru\v{z}kov are obtained as the - a posteriori unique - limit points of the JKO variational…

Analysis of PDEs · Mathematics 2012-08-06 Marco Di Francesco , Daniel Matthes

We investigate the Moreau-Yosida regularization and the associated proximal map in the context of discrete gradient flow for the 2-Wasserstein metric. Our main results are a stepwise contraction property for the proximal map and an "above…

Analysis of PDEs · Mathematics 2012-10-17 Eric A. Carlen , Katy Craig

In this paper, we establish local and global regularity estimates for linearized Monge-Amp\`ere equations in divergence form via critical Lorentz space estimates for the Green's function of the linearized Monge-Amp\`ere operator and its…

Analysis of PDEs · Mathematics 2025-11-20 Chong Gu , Nam Q. Le

Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…

Machine Learning · Statistics 2025-06-30 Xiuyuan Cheng , Jianfeng Lu , Yixin Tan , Yao Xie

This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…

Numerical Analysis · Mathematics 2018-12-17 Werner Bauer , François Gay-Balmaz

This paper proposes a regularization of the Monge-Amp\`ere equation in planar convex domains through uniformly elliptic Hamilton-Jacobi-Bellman equations. The regularized problem possesses a unique strong solution $u_\varepsilon$ and is…

Numerical Analysis · Mathematics 2024-07-03 Dietmar Gallistl , Ngoc Tien Tran

We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…

Computation · Statistics 2016-07-04 Thomas Bonis

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

In this article, a numerical scheme to find approximate solutions to the McKendrick-Von Foerster equation with diffusion (M-V-D) is presented. The main difficulty in employing the standard analysis to study the properties of this scheme is…

Numerical Analysis · Mathematics 2025-11-11 Joydev Halder , Suman Kumar Tumuluri

We consider a fractional plasticity model based on linear isotropic and kinematic hardening as well as a standard von-Mises yield function, where the flow rule is replaced by a Riesz--Caputo fractional derivative. The resulting mathematical…

Numerical Analysis · Mathematics 2025-04-14 Michael Feischl , David Niederkofler , Barbara Wohlmuth

Flow in fractured porous media represents a challenge for discretization methods due to the disparate scales and complex geometry. Herein we propose a new discretization, based on the mixed finite element method and mortar methods. Our…

Numerical Analysis · Mathematics 2017-07-18 Wietse M. Boon , Jan M. Nordbotten , Ivan Yotov

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

In this work we prove that the unique 1-convex solution of the Monge problem contructed from the solution of the Monge-Kantorovitch problem between the Wiener measure and a target measure which has a log-concave density w.r.to the Wiener…

Probability · Mathematics 2007-05-23 D. Feyel , A. S. Ustunel

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

Liou-Steffen splitting (AUSM) schemes are popular for low Mach number simulations, however, like many numerical schemes for compressible flow they require careful modification to accurately resolve convective features in this regime.…

Fluid Dynamics · Physics 2023-03-24 Joshua Hope-Collins , Luca di Mare

Following a celebrated paper by Jordan, Kinderleherer and Otto it is possible to discretize in time the Fokker-Planck equation $\partial_t\varrho=\Delta\varrho+\nabla\cdot(\rho\nabla V)$ by solving a sequence of iterated variational…

Optimization and Control · Mathematics 2022-06-28 Filippo Santambrogio , Gayrat Toshpulatov

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

We study a model of crowd motion following a gradient vector field, with possibly additional interaction terms such as attraction/repulsion, and we present a numerical scheme for its solution through a Lagrangian discretization. The density…

Numerical Analysis · Mathematics 2020-05-01 Hugo Leclerc , Quentin Mérigot , Filippo Santambrogio , Federico Stra