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In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…

Optimization and Control · Mathematics 2025-05-06 Thomas O. Gallouët , Andrea Natale , Gabriele Todeschi

This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…

Statistics Theory · Mathematics 2017-09-22 Pierre Gloaguen , Marie-Pierre Etienne , Sylvain Le Corff

An equation describing the irreversible evolution of the local density of a continuous medium without involving any statistical hypotheses and assumptions is derived. The derivation is based on the smoothing of the microscopic dynamic…

Statistical Mechanics · Physics 2018-10-02 Victor V. Zubkov

A directional time-frequency localization measure for functions defined on the $d$-dimensional Euclidean space is introduced. A connection between this measure and its periodic counterpart is established. For a class of functions, an…

Functional Analysis · Mathematics 2018-06-06 A. Krivoshein , E. Lebedeva , E. Neiman , J. Prestin

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

Numerical Analysis · Mathematics 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

This work reflects on mechanics as an epistemological framework on the state of a physical system to regard dynamics as the distribution of mechanical properties over spacetime coordinates. The resulting distribution is taken to be the…

General Physics · Physics 2026-04-29 VS Morales-Salgado

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

Probability · Mathematics 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

We formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…

Numerical Analysis · Mathematics 2025-03-05 Anna Pandolfi , Ignacio Romero , Michael Ortiz

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

Analysis of PDEs · Mathematics 2023-07-26 Yair Shenfeld

A finite set of unlabelled points in Euclidean space is the simplest representation of many real objects from mineral rocks to sculptures. Since most solid objects are rigid, their natural equivalence is rigid motion or isometry maintaining…

Metric Geometry · Mathematics 2023-03-27 Vitaliy Kurlin

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

Optimization and Control · Mathematics 2019-10-22 Benoît Bonnet

We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…

Probability · Mathematics 2021-10-12 Francesco Grotto , Giovanni Peccati

The conventional definition of a topological metric over a space specifies properties that must be obeyed by any measure of "how separated" two points in that space are. Here it is shown how to extend that definition, and in particular the…

Adaptation and Self-Organizing Systems · Physics 2007-10-15 David H. Wolpert

A new formalism to express and operate on diversity measures of qualitative variables, built in a Hilbert space, is presented. The abstract character of the Hilbert space naturally incorporates the equivalence between qualitative variables…

Physics and Society · Physics 2018-05-09 Juan D. Botero , Leonardo A. Pachón

We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…

Statistical Mechanics · Physics 2024-11-13 Mário J. de Oliveira

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

Variational inference is a technique that approximates a target distribution by optimizing within the parameter space of variational families. On the other hand, Wasserstein gradient flows describe optimization within the space of…

Machine Learning · Statistics 2023-11-01 Mingxuan Yi , Song Liu

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

The fundamental equations of particle motion lead to a modified Poisson equation including dynamic charge. This charge derives from density oscillations of a particle; it is not discrete, but continuous. Within the dynamic model of hydrogen…

Quantum Physics · Physics 2007-05-23 W. A. Hofer