Related papers: Lagrangian schemes for Wasserstein gradient flows
We present a novel multiscale framework for analyzing sequences of probability measures in Wasserstein spaces over Euclidean domains. Exploiting the intrinsic geometry of optimal transport, we construct a multiscale transform applicable to…
A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…
We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…
We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…
We consider non-linear stochastic field equations such as the KPZ equation for deposition and the noise driven Navier-Stokes equation for hydrodynamics. We focus on the Fourier transform of the time dependent two point field correlation,…
We develop a gradient-flow framework based on the Wasserstein metric for a parabolic moving-boundary problem that models crystal dissolution and precipitation. In doing so we derive a new weak formulation for this moving-boundary problem…
We consider uniformly rotating incompressible Euler and Navier-Stokes equations. We study the suppression of vertical gradients of Lagrangian displacement ("vertical" refers to the direction of the rotation axis). We employ a formalism that…
A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…
Learning under a Wasserstein loss, a.k.a. Wasserstein loss minimization (WLM), is an emerging research topic for gaining insights from a large set of structured objects. Despite being conceptually simple, WLM problems are computationally…
In this paper, we propose a variational approach based on optimal transportation to study the existence and unicity of solution for a class of parabolic equations involving $q(x)$-Laplacian operator \begin{equation*}\label{equation variable…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We show when the cost function has a mixed Hessian which defines a…
The fully compressible semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove rigorously the existence of weak Lagrangian solutions of this system, formulated in the original…
We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…
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…
Variational methods based on optimization strategies are proposed to numerically solve a large family of nonlinear partial differential equations. They are all particular instances of gradient flows with general costs, including the…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
We consider the generalized Forchheimer flows for slightly compressible fluids. Using Muskat's and Ward's general form of Forchheimer equations, we describe the fluid dynamics by a nonlinear degenerate parabolic equation for the density. We…