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Related papers: Homogenization of Wasserstein gradient flows

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Wasserstein gradient flows provide a powerful means of understanding and solving many diffusion equations. Specifically, Fokker-Planck equations, which model the diffusion of probability measures, can be understood as gradient descent over…

Machine Learning · Computer Science 2021-10-26 Petr Mokrov , Alexander Korotin , Lingxiao Li , Aude Genevay , Justin Solomon , Evgeny Burnaev

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…

Analysis of PDEs · Mathematics 2019-03-07 Clément Cancès , Daniel Matthes , Flore Nabet

We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…

Analysis of PDEs · Mathematics 2026-02-20 Mathis Hardion , Théo Lacombe

We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…

Dynamical Systems · Mathematics 2017-09-26 Shui-Nee Chow , Wuchen Li , Haomin Zhou

We prove convergence to equilibrium for solutions to the McKean-Vlasov (granular media) equation on the flat torus in a genuinely nonconvex setting. Our approach is based on a Wasserstein-{\L}ojasiewicz gradient inequality for the…

Analysis of PDEs · Mathematics 2026-01-05 Beomjun Choi , Seunghoon Jeong , Geuntaek Seo

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

This paper provides results on Wasserstein gradient flows between measures on the real line. Utilizing the isometric embedding of the Wasserstein space $\mathcal P_2(\mathbb R)$ into the Hilbert space $L_2((0,1))$, Wasserstein gradient…

Optimization and Control · Mathematics 2024-08-13 Johannes Hertrich , Robert Beinert , Manuel Gräf , Gabriele Steidl

We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…

Optimization and Control · Mathematics 2021-04-19 Wuchen Li , Guido Montufar

Wasserstein gradient flows on probability measures have found a host of applications in various optimization problems. They typically arise as the continuum limit of exchangeable particle systems evolving by some mean-field interaction…

Probability · Mathematics 2023-06-30 Sewoong Oh , Soumik Pal , Raghav Somani , Raghavendra Tripathi

We show that the spatially homogeneous Boltzmann equation evolves as the gradient flow of the entropy with respect to a suitable geometry on the space of probability measures which takes the collision process into account. This gradient…

Analysis of PDEs · Mathematics 2023-06-14 Matthias Erbar

We study the long time behavior of the Wasserstein gradient flow for an energy functional consisting of two components: particles are attracted to a fixed profile $\omega$ by means of an interaction kernel $\psi_a(z)=|z|^{q_a}$,and they…

Analysis of PDEs · Mathematics 2014-01-13 Marco Di Francesco , Massimo Fornasier , Jan-Christian Hütter , Daniel Matthes

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

Probability · Mathematics 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

We consider the Wasserstein metric on the Gaussian mixture models (GMMs), which is defined as the pullback of the full Wasserstein metric on the space of smooth probability distributions with finite second moment. It derives a class of…

Probability · Mathematics 2023-09-25 Wuchen Li , Jiaxi Zhao

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…

Probability · Mathematics 2016-01-11 Matthias Erbar , Jan Maas , Michiel Renger

We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…

Probability · Mathematics 2025-01-22 Zhenxin Liu , Xuewei Wang

We prove the existence of weak solutions to a system of two diffusion equations that are coupled by a pointwise volume constraint. The time evolution is given by gradient dynamics for a free energy functional. Our primary example is a model…

Analysis of PDEs · Mathematics 2020-03-18 Clément Cancès , Daniel Matthes

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 work, we study the Wasserstein gradient flow of the Riesz energy defined on the space of probability measures. The Riesz kernels define a quadratic functional on the space of measure which is not in general geodesically convex in…

Analysis of PDEs · Mathematics 2024-01-30 Siwan Boufadène , François-Xavier Vialard

We study the high-frequency limit of non-autonomous gradient flows in metric spaces of energy functionals comprising an explicitly time-dependent perturbation term which might oscillate in a rapid way, but fulfills a certain Lipschitz…

Analysis of PDEs · Mathematics 2016-10-25 Simon Plazotta , Jonathan Zinsl

We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…

Probability · Mathematics 2020-08-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer