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We propose a variational scheme for computing Wasserstein gradient flows. The scheme builds upon the Jordan--Kinderlehrer--Otto framework with the Benamou-Brenier's dynamic formulation of the quadratic Wasserstein metric and adds a…

Numerical Analysis · Mathematics 2020-07-15 Wuchen Li , Jianfeng Lu , Li Wang

Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…

Methodology · Statistics 2021-09-16 Yaqing Chen , Hans-Georg Müller

Gromov-Wasserstein (GW) is a powerful tool to compare probability measures whose supports are in different metric spaces. GW suffers however from a computational drawback since it requires to solve a complex non-convex quadratic program. We…

Machine Learning · Statistics 2020-06-18 Tam Le , Nhat Ho , Makoto Yamada

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

Natural gradients have been widely used in optimization of loss functionals over probability space, with important examples such as Fisher-Rao gradient descent for Kullback-Leibler divergence, Wasserstein gradient descent for…

Numerical Analysis · Mathematics 2020-06-30 Lexing Ying

This report is actually the in-class project of MATH489 FA2022, Dynamics and Differential Equations in University of Illinois Urbana-Champaign. The report is mainly about gradient flow of a Morse-type functions (Morse functions, Morse--Bott…

Dynamical Systems · Mathematics 2023-11-17 Leyang Zhang

We study ``nonlocal diffusion equations'' of the form \[ \partial_{t}\frac{d\rho_{t}}{d\pi}(x)+\int_{X}\left(\frac{d\rho_{t}}{d\pi}(x)-\frac{d\rho_{t}}{d\pi}(y)\right)\eta(x,y)d\pi(y)=0\qquad(\dagger) \] where $X$ is either $\mathbb{R}^{d}$…

Analysis of PDEs · Mathematics 2025-11-03 Andrew Warren

In this paper we present results from a series of hydrodynamical tests aimed at validating the performance of a smoothed particle hydrodynamics (SPH) formulation in which gradients are derived from an integral approach. We specifically…

Instrumentation and Methods for Astrophysics · Physics 2016-11-09 R. Valdarnini

The mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional on the Wasserstein space over $\mathbb{R}^d$, and has gained attention recently as a model for the gradient descent dynamics of interacting…

Machine Learning · Computer Science 2026-05-19 Anming Gu , Juno Kim

We study multivariate entire functions and polynomials with non-negative coefficients. A class of {\bf Strongly Log-Concave} entire functions, generalizing {\it Minkowski} volume polynomials, is introduced: an entire function $f$ in $m$…

Combinatorics · Mathematics 2009-05-14 Leonid Gurvits

In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…

Probability · Mathematics 2025-10-21 Pierre Monmarché

We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$. We analyze…

Statistics Theory · Mathematics 2019-09-17 M. Barkhagen , N. H. Chau , É. Moulines , M. Rásonyi , S. Sabanis , Y. Zhang

This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…

Analysis of PDEs · Mathematics 2015-05-25 Jean Dolbeault , Giuseppe Toscani

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

Analysis of PDEs · Mathematics 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

In this paper, we first prove the Hardy-Sobolev inequality for the Hessian integral by means of a descent gradient flow of certain Hessian functionals. As an application, we study the existence and regularity results of solutions to related…

Analysis of PDEs · Mathematics 2025-05-07 Rongxun He , Wei Ke

The Wasserstein space of probability measures is known for its intricate Riemannian structure, which underpins the Wasserstein geometry and enables gradient flow algorithms. However, the Wasserstein geometry may not be suitable for certain…

Analysis of PDEs · Mathematics 2025-05-23 Zhengxin Zhang , Ziv Goldfeld , Kristjan Greenewald , Youssef Mroueh , Bharath K. Sriperumbudur

We introduce a framework for Newton's flows in probability space with information metrics, named information Newton's flows. Here two information metrics are considered, including both the Fisher-Rao metric and the Wasserstein-2 metric. A…

Optimization and Control · Mathematics 2020-08-06 Yifei Wang , Wuchen Li

We establish an exact equivalence between the Functional Renormalization Group (FRG) and the Ricci flow modified by a potential-driven diffeomorphism. By reformulating the Polchinski exact renormalization group equation into an…

High Energy Physics - Theory · Physics 2026-05-27 Ki-Seok Kim

We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…

Fluid Dynamics · Physics 2021-10-13 Luis Espath , Dmitry Kabanov , Jonas Kiessling , Raúl Tempone

The gradient expansion is the fundamental organising principle underlying relativistic hydrodynamics, yet understanding its convergence properties for general nonlinear flows has posed a major challenge. We introduce a simple method to…

High Energy Physics - Theory · Physics 2022-04-06 Michal P. Heller , Alexandre Serantes , Michał Spaliński , Viktor Svensson , Benjamin Withers