Related papers: Structure preserving primal dual methods for gradi…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing a scalar auxiliary variable (SAV), we construct efficient and robust energy stable schemes for a large class of gradient flows. The SAV…
In this paper, we show that interventionally robust optimization problems in causal models are continuous under the $G$-causal Wasserstein distance, but may be discontinuous under the standard Wasserstein distance. This highlights the…
We present and discuss a novel approach to deal with conservation properties for the simulation of nonlinear complex porous media flows in the presence of: 1) multiscale heterogeneity structures appearing in the elliptic-pressure-velocity…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
Advective transport of scalar quantities through surfaces is of fundamental importance in many scientific applications. From the Eulerian perspective of the surface it can be quantified by the well-known integral of the flux density. The…
For gradient flows, the existing structure-preserving schemes are difficult to achieve arbitrary high-order accuracy in time while preserving maximum-principle (MBP) and energy dissipating simultaneously. In this paper, we develop a new…
Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…
We are interested in 2x2 systems of conservation laws of special structure, including generalized Aw-Rascle and Zhang (GARZ) models for road traffic. The simplest representative is the Keyfitz-Kranzer system, where one equation is nonlinear…
New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…
The shallow water flow model is widely used to describe water flows in rivers, lakes, and coastal areas. Accounting for uncertainty in the corresponding transport-dominated nonlinear PDE models presents theoretical and numerical challenges…
As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…
In this paper, we study higher-order-accurate-in-time minimizing movements schemes for Wasserstein gradient flows. We introduce a novel accelerated second-order scheme, leveraging the differential structure of the Wasserstein space in both…
In recent work arXiv:2109.07820 we have shown the equivalence of the widely used nonconvex (generalized) branched transport problem with a shape optimization problem of a street or railroad network, known as (generalized) urban planning…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…
We consider a nonlinear fourth-order diffusion equation that arises in denoising of image densities. We propose an implicit time-stepping scheme that employs a primal-dual method for computing the subgradient of the total variation…
We study a continuous-time dynamical system which arises as the limit of a broad class of nonlinearly preconditioned gradient methods. Under mild assumptions, we establish existence of global solutions and derive Lyapunov-based convergence…
Local conservation of mass and entropy are becoming increasingly desirable properties for modern numerical weather and climate models. This work presents a Flux-Form Semi-Lagrangian (FFSL) transport scheme, called SWIFT, that facilitates…
We consider the geometry of the space of Borel measures endowed with a distance that is defined by generalizing the dynamical formulation of the Wasserstein distance to concave, nonlinear mobilities. We investigate the energy landscape of…