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We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…

Analysis of PDEs · Mathematics 2019-01-30 Mikaela Iacobelli , Francesco Patacchini , Filippo Santambrogio

We consider a class of nonlocal conservation laws with an interaction kernel supported on the negative real half-line and featuring a decreasing jump at the origin. We provide, for the first time, an existence and uniqueness theory for said…

Analysis of PDEs · Mathematics 2024-06-07 M. Di Francesco , S. Fagioli , E. Radici

It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…

Analysis of PDEs · Mathematics 2014-02-13 François Bolley , José A. Carrillo

In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…

Probability · Mathematics 2025-10-21 Pierre Monmarché

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…

Probability · Mathematics 2008-11-03 Ismael Bailleul

The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…

Analysis of PDEs · Mathematics 2015-03-23 Claude Bardos , Etienne Bernard , François Golse , Rémi Sentis

We study the equation of one-dimensional quasistatic nonlinear viscoelasticity with Dirichlet boundary conditions, in the particular case that the underlying dissipation geometry (provided by the viscosity) is comparable to the Bhattacharya…

Analysis of PDEs · Mathematics 2026-05-12 Alexander Mielke , Billy Sumners

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…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Florent Malrieu

We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…

Probability · Mathematics 2022-10-31 Donghan Kim , Lane Chun Yeung

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 provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…

Probability · Mathematics 2018-01-29 Pierre Henry-Labordere , Nizar Touzi

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

This paper is concerned with a strongly degenerate convection-diffusion equation in one space dimension whose convective flux involves a non-linear function of the total mass to one side of the given position. This equation can be…

Numerical Analysis · Mathematics 2010-07-12 Fernando Betancourt , Raimund Bürger , Kenneth H. Karlsen

The Sutherland approximation to the van der Waals forces is applied to the derivation of a self-consistent Vlasov-type field in a liquid filling a half space, bordering vacuum. The ensuing Vlasov equation is then derived, and solved to…

Soft Condensed Matter · Physics 2015-09-02 V. Molinari , B. D. Ganapol , D. Mostacci

We report a novel algorithm of constructing linear and nonlinear potentials in the two-dimensional Gross-Pitaevskii equation subject to given boundary conditions, which allow for exact analytic solutions. The obtained solutions represent…

Exactly Solvable and Integrable Systems · Physics 2015-06-03 Zhenya Yan , V. V. Konotop , A. V. Yulin , W. M. Liu

The initial-boundary value problem for the density-dependent incompressible flow of liquid crystals is studied in a three-dimensional bounded smooth domain. For the initial density away from vacuum, the existence and uniqueness is…

Analysis of PDEs · Mathematics 2012-02-07 Xiaoli Li , Dehua Wang

We prove the global-in-time existence of nonnegative weak solutions to a class of fourth order partial differential equations on a convex bounded domain in arbitrary spatial dimensions. Our proof relies on the formal gradient flow structure…

Analysis of PDEs · Mathematics 2015-07-21 Daniel Loibl , Daniel Matthes , Jonathan Zinsl

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier