Related papers: Modified Massive Arratia flow and Wasserstein diff…
We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…
We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of independent Brownian particles to the event that their paths…
A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…
We present an experimental study of the mixing processes in a gravity current flowing on an inclined plane. The turbulent transport of momentum and density can be described in a very direct and compact form by a Prandtl mixing length model:…
This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…
While active matter physics has traditionally focused on particles with overdamped dynamics, recent years have seen an increase of experimental and theoretical work on active systems with inertia. This also leads to an increased need for…
We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…
A reduced dynamical model is derived which describes the interaction of weak inertia-gravity waves with nonlinear vortical motion in the context of rotating shallow-water flow. The formal scaling assumptions are (i) that there is a…
We derive representations for finite-dimensional densities of the point processed associated with an Arratia flow with drift in terms of conditional expectations of the stochastic exponentials appearing in the analog of the Girsanov theorem…
The diffusive behavior of small entities is strongly influenced by the flow of the surrounding medium, which is ubiquitous in natural and artificial environments. In this study, we investigate the transport characteristics of the inertial…
We investigate to what extent one can use a thermodynamic description of turbulent flow as a source of stochastic kinetic energy for three-dimensional self-assembly of magnetically interacting macroscopic particles. We confirm that the…
We prove the integral Varadhan short-time formula for non-linear heat flow on measured Finsler manifolds. To the best of the authors' knowledge, this is the first result establishing a Varadhan-type formula for non-linear semigroups. We do…
Given two continuity equations with density-dependent velocities, we provide a new formula for the Wasserstein distance between the solutions in terms of the difference of velocities evaluated at the same density. The formula is…
The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…
We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We formulate a trajectorial version of the relative entropy dissipation identity for McKean$-$Vlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to non-interacting diffusions. Our stochastic analysis approach…
By using the spectrum of the underlying symmetric diffusion operator, the convergence in $L^p$-Wasserstein distance $\mathbb W_p (p\ge 1)$ is characterized for the empirical measure $\mu_t$ of non-symmetric subordinated diffusion processes…