Related papers: Understanding MCMC Dynamics as Flows on the Wasser…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
We study a non-local version of the Cahn-Hilliard dynamics for phase separation in a two-component incompressible and immiscible mixture with linear mobilities. In difference to the celebrated local model with nonlinear mobility, it is only…
Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…
Advancements in computational fluid mechanics have largely relied on Newtonian frameworks, particularly through the direct simulation of Navier-Stokes equations. In this work, we propose an alternative computational framework that employs…
Simulating the kinetic Langevin dynamics is a popular approach for sampling from distributions, where only their unnormalized densities are available. Various discretizations of the kinetic Langevin dynamics have been considered, where the…
We present a framework for Nesterov's accelerated gradient flows in probability space to design efficient mean-field Markov chain Monte Carlo (MCMC) algorithms for Bayesian inverse problems. Here four examples of information metrics are…
A material-based, i.e., Lagrangian, methodology for exact integration of flux by volume-preserving flows through a surface has been developed recently in [Karrasch, SIAM J. Appl. Math., 76 (2016), pp. 1178-1190]. In the present paper, we…
In this paper, we introduce the notion of dynamical coherence for a partially hyperbolic flow $(\varphi^t)$ on a smooth compact manifold $M$, and prove it under the assumption that there exists a compact foliation with trivial holonomy…
Efficiently accessing the information contained in non-linear and high dimensional probability distributions remains a core challenge in modern statistics. Traditionally, estimators that go beyond point estimates are either categorized as…
Multiparticle collision dynamics (MPCD) is a relatively new algorithm of fluid flow simulations that has been applied mostly to flows around simple objects. One might ask how it behaves in more complex flows. Therefore, we extend MPCD to…
The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…
Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…
Recently, the task of image generation has attracted much attention. In particular, the recent empirical successes of the Markov Chain Monte Carlo (MCMC) technique of Langevin Dynamics have prompted a number of theoretical advances; despite…
There is an extensive and growing body of work analyzing convex ancient solutions to Mean Curvature Flow (MCF), or equivalently of Rescaled Mean Curvature Flow (RMCF). The goal of this paper is to complement the existing literature, which…
The flow behavior of a semiflexible polymer in microchannels is studied using Multiparticle Collision Dynamics (MPC), a particle-based hydrodynamic simulation technique. Conformations, distributions, and radial cross-streamline migration…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…
Over the past few years, we developed a mathematically rigorous method to study the dynamical processes associated to nonlinear Forchheimer flows for slightly compressible fluids. We have proved the existence of a geometric transformation…
We introduce a framework for Newton's flows in probability space with information metrics, named information Newton's flows. Here two information metrics are considered, including both the Fisher-Rao metric and the Wasserstein-2 metric. A…
Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…
We present a comprehensive Eulerian (Hamiltonian) framework for relativistic fluid dynamics in curved spacetimes, with emphasis on Schwarzschild geometry. The key innovation lies in the consistent use of density and three-velocity fields,…