Related papers: Fisher-Rao Gradient Flow: Geodesic Convexity and F…
We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…
This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…
In this paper, the inherent gradient flow structures of thermo-poro-visco-elastic processes in porous media are examined for the first time. In the first part, a modelling framework is introduced aiming for describing such processes as…
The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the…
We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity…
We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…
Generative modeling over discrete data has recently seen numerous success stories, with applications spanning language modeling, biological sequence design, and graph-structured molecular data. The predominant generative modeling paradigm…
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…
We propose a new normalized Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem based on an energy inner product that depends on time through the density of the flow itself. The gradient flow is well-defined and converges to…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
In this paper, we develop a nonparametric system identification method for the nonlinear gradient-flow dynamics. In these systems, the vector field is the gradient field of a potential energy function. This fundamental fact about the…
We analyze the global and local behavior of gradient-like flows under stochastic errors towards the aim of solving convex optimization problems with noisy gradient input. We first study the unconstrained differentiable convex case, using a…
We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…
The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…
We present a new method for constructing valid covariance functions of Gaussian processes for spatial analysis in irregular, non-convex domains such as bodies of water. Standard covariance functions based on geodesic distances are not…
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…
In the present paper we give a brief summary of some recent theoretical advances in the treatment of inhomogeneous fluids and methods which have applications in the study of dynamical properties of liquids in situations of extreme…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
We study the behaviour of various Lyapunov functionals (relative entropies) along the solutions of a family of nonlinear drift-diffusion-reaction equations coming from statistical mechanics and population dynamics. These equations can be…
This paper is devoted to the investigation of gradient flows in asymmetric metric spaces (for example, irreversible Finsler manifolds and Minkowski normed spaces) by means of discrete approximation. We study basic properties of curves and…