Related papers: Convergence Implications via Dual Flow Method
We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
We study a model describing the slow flow of a fluid through a deformable, porous, elastic solid undergoing small deformations. The stress-strain relationship of the solid incorporates nonlinear effects, formulated as a perturbation of the…
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…
We present a parametric finite element approximation of two-phase flow with insoluble surfactant. This free boundary problem is given by the Navier--Stokes equations for the two-phase flow in the bulk, which are coupled to the transport…
Standard diffuse approximations of the Willmore flow often lead to intersecting phase boundaries that in many cases do not correspond to the intended sharp interface evolution. Here we introduce a new two-variable diffuse approximation that…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…
Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…
This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…
We consider the gradient flow of a one-homogeneous functional, whose dual involves the derivative of a constrained scalar function. We show in this case that the gradient flow is related to a weak, generalized formulation of the Hele-Shaw…
We consider fixed points of steady solutions and flow directions using the boson Boltzmann equation that is a one-dimensionally reduced kinetic equation after the angular integration. With an elastic collision integral of the two-to-two…
Thermodynamically consistent models for two-phase flow in porous media have attracted significant attention in recent years. In this paper, we prove the existence, uniqueness and regularity of the weak solution to such a recent model…
The present paper addresses the convergence of a first order in time incremental projection scheme for the time-dependent incompressible Navier-Stokes equations to a weak solution, without any assumption of existence or regularity…