Related papers: A higher-order Otto calculus approach to the Gauss…
We provide an explicit probability measure on $\mathbb{R}$ for which the fifth time derivative of the entropy along the heat flow is positive at some time. This disproves the Gaussian completely monotone (GCM) conjecture (Cheng-Geng '15)…
We construct a smooth, strictly positive, Gaussian-decaying density on $\mathbb{R}^2$ for which Fisher information along the heat flow is not log-convex. This disproves the Cheng--Geng log-convexity conjecture in dimension two and, by…
We investigate contraction of the Wasserstein distances on $\mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive…
We investigate the entropy $H(\mu,t)$ of a probability measure $\mu$ along the heat flow and more precisely we seek for closed algebraic representations of its derivatives. Provided that $\mu$ admits moments of any order, it is indeed…
After reviewing the entropy power, the McKean, and the Gaussian completely monotone conjectures, we prove that the first implies the second, for each order of the time-derivative. The proof is elementary and is based on manipulating the…
We prove the correspondence between the solutions of the sub-elliptic heat equation in a Carnot group $\mathbb{G}$ and the gradient flows of the relative entropy functional in the Wasserstein space of probability measures on $\mathbb{G}$.…
Equations of motion are derived for the normal and the anomalous single-electron density matrices of a Fermi liquid using a time dependent finite temperature generalized coherent state (GCS) variational ansatz for the many-body density…
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 study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying…
In this paper, we investigate the complete monotonicity of R\'enyi entropy along the heat flow. We confirm this property for the order of derivative up to $4$, when the order of R\'enyi entropy is in certain regimes. We also investigate…
We prove a global well-posedness and asymptotic convergence theorem for the \((3+1)\)-dimensional vacuum Einstein equations with positive cosmological constant \(\Lambda\) on globally hyperbolic spacetimes \(\widetilde M \cong M \times…
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…
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…
The principle that heat spontaneously flows from higher temperature to lower temperature is a cornerstone of classical thermodynamics, often assumed to be independent of the sequence of interactions. While this holds true for macroscopic…
This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…
We show that the Poincar\'e constant of a log-concave measure in Euclidean space is monotone increasing along the heat flow. In fact, the entire spectrum of the associated Laplace operator is monotone decreasing. Two proofs of these results…
We study the long-time behaviour of the temperature-driven compressible flows. We show that numerical solutions of a structure-preserving finite volume method generate a discrete attractor that consists of entire discrete trajectories.…
In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…
Let K be an irreducible and reversible Markov kernel on a finite set X. We construct a metric W on the set of probability measures on X and show that with respect to this metric, the law of the continuous time Markov chain evolves as the…