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We analyze some parabolic PDEs with different drift terms which are gradient flows in the Wasserstein space and consider the corresponding discrete-in-time JKO scheme. We prove with optimal transport techniques how to control the L p and L…

Analysis of PDEs · Mathematics 2019-11-26 Simone Di Marino , Filippo Santambrogio

The Fokker action of point-particle binaries at the fourth post-Newtonian (4PN) approximation of general relativity has been determined previously. However two ambiguity parameters associated with infra-red (IR) divergencies of spatial…

General Relativity and Quantum Cosmology · Physics 2018-01-09 Laura Bernard , Luc Blanchet , Alejandro Bohé , Guillaume Faye , Sylvain Marsat

This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a…

Analysis of PDEs · Mathematics 2015-05-07 Guillaume Carlier , Maxime Laborde

This paper is concerned with the inhomogeneous incompressible Euler system. We establish a Duchon--Robert type approximation theorem for the distribution describing the local energy flux of bounded solutions. The velocity field is assumed…

Analysis of PDEs · Mathematics 2024-12-13 Marco Inversi , Alessandro Violini

The study of the density evolution naturally arises in Mean Field Game theory for the estimation of the density of the large population dynamics. In this paper, we study the density evolution of McKean-Vlasov stochastic differential…

Probability · Mathematics 2018-12-31 Peter E. Caines , Daniel Ho , Qingshuo Song

We study the convergence to equilibrium of the mean field PDE associated with the derivative-free methodologies for solving inverse problems. We show stability estimates in the euclidean Wasserstein distance for the mean field PDE by using…

Analysis of PDEs · Mathematics 2019-10-24 J. A. Carrillo , U. Vaes

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

The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…

Classical Analysis and ODEs · Mathematics 2019-02-22 Gabriel Stoltz , Pierre Terrier

We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we focus on equations with both common and idiosyncratic…

Analysis of PDEs · Mathematics 2023-12-06 Samuel Daudin , Joe Jackson , Benjamin Seeger

We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…

Analysis of PDEs · Mathematics 2025-02-14 Daniel Matthes , Eva-Maria Rott , Giuseppe Savaré , André Schlichting

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…

Probability · Mathematics 2025-11-13 Cong Wang

A relativistic kinetic Fokker-Planck equation that has been recently proposed in the physical literature is studied. It is shown that, in contrast to other existing relativistic models, the one considered in this paper is invariant under…

Mathematical Physics · Physics 2011-05-16 José Antonio Alcántara Félix , Simone Calogero

We study several constrained variational problem in the 2-Wasserstein metric for which the set of probability densities satisfying the constraint is not closed. For example, given a probability density $F_0$ on $\R^d$ and a time-step $h>0$,…

Classical Analysis and ODEs · Mathematics 2007-05-23 E. A. Carlen , W. Gangbo

We propose a dimensionality reduction method for infinite-dimensional measure-valued evolution equations such as the Fokker-Planck partial differential equation or the Kushner-Stratonovich resp. Duncan-Mortensen-Zakai stochastic partial…

Probability · Mathematics 2016-10-27 Damiano Brigo , Giovanni Pistone

We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…

Probability · Mathematics 2017-03-31 Wolfgang Bock , Torben Fattler

In this paper, we consider an incompressible viscous flow without surface tension in a finite-depth domain of three dimensions, with free top boundary and fixed bottom boundary. This system is governed by a Naiver-Stokes equation in above…

Analysis of PDEs · Mathematics 2012-12-11 Lei Wu

We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction kernel in the framework of Lebesgue-Besov spaces. In…

Analysis of PDEs · Mathematics 2022-05-25 P. -E Chaudru de Raynal , J. -F Jabir , S Menozzi

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…

Numerical Analysis · Mathematics 2017-08-11 Ke Chen , Qin Li , Li Wang
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