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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 a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

Analysis of PDEs · Mathematics 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dimensional inf(sup)-convolution of the finite-dimensional…

Analysis of PDEs · Mathematics 2025-01-15 Erhan Bayraktar , Ibrahim Ekren , Xin Zhang

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the…

Soft Condensed Matter · Physics 2018-09-05 Bongsik Choi , Kyeong Hwan Han , Changho Kim , Peter Talkner , Akinori Kidera , Eok Kyun Lee

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…

Probability · Mathematics 2021-02-16 Qian Qin , James P. Hobert

To a complex projective structure $\Sigma$ on a surface, Thurston associates a locally convex pleated surface. We derive bounds on the geometry of both in terms of the norms $\|\phi_\Sigma\|_\infty$ and $\|\phi_\Sigma\|_2$ of the quadratic…

Differential Geometry · Mathematics 2019-05-29 Martin Bridgeman , Jeffrey Brock , Kenneth Bromberg

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

Mathematical Physics · Physics 2022-12-20 Hajime Koba

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

Probability · Mathematics 2026-04-29 Valentin De Bortoli , Agnès Desolneux

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

Machine Learning · Statistics 2021-02-16 Minh Ha Quang

The smooth 1-Wasserstein distance (SWD) $W_1^\sigma$ was recently proposed as a means to mitigate the curse of dimensionality in empirical approximation while preserving the Wasserstein structure. Indeed, SWD exhibits parametric convergence…

Statistics Theory · Mathematics 2022-02-28 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

Probability · Mathematics 2020-02-03 Tongseok Lim , Robert J. McCann

We consider a class of of massless gradient Gibbs measures, in dimension greater or equal to three, and prove a decoupling inequality for these fields. As a result, we obtain detailed information about their geometry, and the percolative…

Probability · Mathematics 2016-12-08 Pierre-François Rodriguez

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

We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…

Mathematical Physics · Physics 2007-05-23 C. Kuelske

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

Probability · Mathematics 2022-03-25 Mikołaj J. Kasprzak , Giovanni Peccati

In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply…

Dynamical Systems · Mathematics 2023-01-04 Zhenxin Liu , Zhe Wang

The theory of embedded random surfaces, equivalent to two--dimensional quantum gravity coupled to matter, is reviewed, further developed and partly generalized to four dimensions. It is shown that the action of the Liouville field theory…

High Energy Physics - Theory · Physics 2007-05-23 Christof Schmidhuber , Caltech Ph. D. thesis

Despite the widespread success of Transformers across various domains, their optimization guarantees in large-scale model settings are not well-understood. This paper rigorously analyzes the convergence properties of gradient flow in…

Machine Learning · Statistics 2024-11-01 Cheng Gao , Yuan Cao , Zihao Li , Yihan He , Mengdi Wang , Han Liu , Jason Matthew Klusowski , Jianqing Fan

We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…

Analysis of PDEs · Mathematics 2018-10-23 Samir Salem