Related papers: An optimal-transport finite-particle method for ma…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization…
Estimating the density of a distribution from samples is a fundamental problem in statistics. In many practical settings, the Wasserstein distance is an appropriate error metric for density estimation. For example, when estimating…
A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…
We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…
In order to describe the dynamics of crowded ions (charged particles), we use an energetic variation approach to derive a modified Poisson-Nernst-Planck (PNP) system which includes an extra dissipation due to the effective velocity…
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…
A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…
In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling…
We present a splitting-free variant of the vorticity redistribution method. Spatial consistency and stability when combined with a time-stepping scheme are proven. We propose a new strategy preventing excessive growth in the number of…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…
We propose a variational model with diffeomorphic optimal transportation for joint image reconstruction and motion estimation. The proposed model is a production of assembling the Wasserstein distance with the Benamou--Brenier formula in…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
In this paper, we study the stability and convergence of a decoupled and linearized mixed finite element method (FEM) for incompressible miscible displacement in a porous media whose permeability and porosity are discontinuous across some…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…