English
Related papers

Related papers: Exponential contraction in Wasserstein distance on…

200 papers

We prove a refined contraction inequality for diffusion semigroups with respect to the Wasserstein distance on a compact Riemannian manifold taking account of the dimension. The result generalizes in a Riemannian context, the dimensional…

Probability · Mathematics 2014-12-16 Ivan Gentil

Let $P_t$ be the (Neumann) diffusion semigroup $P_t$ generated by a weighted Laplacian on a complete connected Riemannian manifold $M$ without boundary or with a convex boundary. It is well known that the Bakry-Emery curvature is bounded…

Probability · Mathematics 2016-11-24 Feng-Yu Wang

The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…

Probability · Mathematics 2024-04-22 Shao-Qin Zhang

We investigate contraction of the Wasserstein distances on $\mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive…

Probability · Mathematics 2020-12-15 Hong-Bin Chen , Jonathan Niles-Weed

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

Probability · Mathematics 2023-07-20 Pierre Monmarché

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein…

Probability · Mathematics 2022-06-09 Huaiqian Li , Bingyao Wu

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

The curvature-dimension condition is a generalization of the Bochner inequality to weighted Riemannian manifolds and general metric measure spaces. It is now known to be equivalent to evolution variational inequalities for the heat…

Probability · Mathematics 2015-10-28 François Bolley , Ivan Gentil , Arnaud Guillin , Kazumasa Kuwada

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Probability · Mathematics 2021-07-27 Feng-Yu Wang , Bingyao Wu

In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…

Probability · Mathematics 2025-07-22 Feng-Yu Wang

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…

Analysis of PDEs · Mathematics 2014-06-06 Katy Craig

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

Probability · Mathematics 2021-07-06 Feng-Yu Wang

We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…

Analysis of PDEs · Mathematics 2021-12-14 Lisa Beck , Daniel Matthes , Martina Zizza

We establish an equivalence between the rigidity of Wasserstein contraction along heat flows and the rigidity of Bakry--\'Emery gradient estimates for Lipschitz functions. Applying results of Ambrosio--Bru\'e--Semola and Han, we show that…

Metric Geometry · Mathematics 2025-07-28 Zhenhao Li

We identify the leading term in the asymptotics of the quadratic Wasserstein distance between the invariant measure and empirical measures for diffusion processes on closed weighted four-dimensional Riemannian manifolds. Unlike results in…

Probability · Mathematics 2024-10-30 Dario Trevisan , Feng-Yu Wang , Jie-Xiang Zhu

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

Analysis of PDEs · Mathematics 2014-09-16 Sara Daneri , Giuseppe Savare

In this paper, we find some general and efficient sufficient conditions for the exponential convergence $W_{1,d}(P_t(x,\cdot), P_t(y,\cdot) )\le Ke^{-\delta t}d(x,y)$ for the semigroup $(P_t)$ of one-dimensional diffusion. Moreover some…

Probability · Mathematics 2017-03-03 Lingyan Cheng , Ruinan Li , Liming Wu

The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…

Probability · Mathematics 2024-08-14 Feng-Yu Wang

We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…

Analysis of PDEs · Mathematics 2014-09-16 Luca Natile , Giuseppe Savaré

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine
‹ Prev 1 2 3 10 Next ›