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We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

This article is concerned with the existence and the long time behavior of weak solutions to certain coupled systems of fourth-order degenerate parabolic equations of gradient flow type. The underlying metric is a Wasserstein-like…

Analysis of PDEs · Mathematics 2016-09-23 Daniel Matthes , Jonathan Zinsl

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

Numerical Analysis · Mathematics 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen

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 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…

Analysis of PDEs · Mathematics 2019-01-30 Mikaela Iacobelli , Francesco Patacchini , Filippo Santambrogio

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…

Analysis of PDEs · Mathematics 2021-03-22 Corrado Lattanzio , Athanasios E. Tzavaras

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

A Poisson-Nernst-Planck-Fermi (PNPF) theory is developed for studying ionic transport through biological ion channels. Our goal is to deal with the finite size of particle using a Fermi like distribution without calculating the forces…

Biological Physics · Physics 2015-06-23 Jinn-Liang Liu , Bob Eisenberg

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

Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…

Analysis of PDEs · Mathematics 2017-05-04 Katy Craig

We prove the existence of weak solutions to a system of two diffusion equations that are coupled by a pointwise volume constraint. The time evolution is given by gradient dynamics for a free energy functional. Our primary example is a model…

Analysis of PDEs · Mathematics 2020-03-18 Clément Cancès , Daniel Matthes

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

We propose a mesoscopic modeling framework for optimal transportation networks with biological applications. The network is described in terms of a joint probability measure on the phase space of tensor-valued conductivity and position in…

Analysis of PDEs · Mathematics 2024-01-23 Jan Haskovec , Peter Markowich , Simone Portaro

Effective Poisson-Nernst-Planck (PNP) equations are derived for macroscopic ion transport in charged porous media under periodic fluid flow by an asymptotic multi-scale expansion with drift. The microscopic setting is a two-component…

Mathematical Physics · Physics 2014-07-16 Markus Schmuck , Martin Z. Bazant

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

Numerical Analysis · Mathematics 2024-05-24 Yijie Jin , Shu Liu , Hao Wu , Xiaojing Ye , Haomin Zhou

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…

Analysis of PDEs · Mathematics 2018-11-28 Simon Eberle , Barbara Niethammer , André Schlichting

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

We examine the infinite-dimensional optimization problem of finding a decomposition of a probability measure into K probability sub-measures to minimize specific loss functions inspired by applications in clustering and user grouping. We…

Optimization and Control · Mathematics 2024-06-04 Jiangze Han , Christopher Thomas Ryan , Xin T. Tong