Related papers: Convergence Implications via Dual Flow Method
We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient conditions…
In this paper, we establish smoothness of moments of the solutions of discrete coagulation-diffusion systems. As key assumptions, we suppose that the coagulation coefficients grow at most sub-linearly and that the diffusion coefficients…
Linear shear flow bounded by a plane wall is an idealization that occurs in microfluidic devices and many other applications. Perfect plane approximation neglects surface irregularities and discrete particles adsorbed at the surface. Here…
Stokes flows are a type of fluid flow where convective forces are small in comparison with viscous forces, and momentum transport is entirely due to viscous diffusion. Besides being routinely used as benchmark test cases in numerical fluid…
This work deals with a number of questions relative to the discrete and continuous adjoint fields associated with the compressible Euler equations and classical aerodynamic functions. The consistency of the discrete adjoint equations with…
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…
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…
A method of the approximation of a coalescing Harris flow with homeomorphic stochastic flows built as solutions to SDEs w.r.t. continuous martingales with spatial parameters in the sense of Kunita is proposed. The joint convergence of…
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…
We propose a two-dimensional flow model of a viscous fluid between two close moving surfaces. We show that its asymptotic behavior, when the distance between the two surfaces tends to zero, is the same as that of the the Navier-Stokes…
We present the equivalence between the Wilson flow and the stout smearing. The similarity between these two methods was first pointed out by L\"uscher's original paper on the Wilson flow. We first show the analytical equivalence of two…
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…
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…
We correct two errors in our paper [4]. First error concerns the definition of the SVI solution, where a boundary term which arises due to the Dirichlet boundary condition, was not included. The second error concerns the discrete estimate…
This paper is devoted to the robust approximation with a variational phase field approach of multiphase mean curvature flows with possibly highly contrasted mobilities. The case of harmonically additive mobilities has been addressed…
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…
It is shown how a complete set of hydrodynamic equations describing an unsteady three-dimensional viscous flow nearby a solid body, can be reduced to a closed system of surface equations using the method of dimension reduction of…
We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…
We study the convergence of the method of reflections for the Stokes equations in domains perforated by countably many spherical particles with boundary conditions typical for the suspension of rigid particles. We prove that a relaxed…
We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…