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Related papers: Continuum of coupled Wasserstein gradient flows

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This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…

Optimization and Control · Mathematics 2019-11-19 Zhuolin Wang , Keyou You , Shiji Song , Yuli Zhang

In this article we consider the multi-layer shallow water system for the propagation of gravity waves in density-stratified flows, with additional terms introduced by the oceanographers Gent and McWilliams in order to take into account…

Analysis of PDEs · Mathematics 2023-07-24 Mahieddine Adim

We introduce in this paper two time discretization schemes tailored for a range of Wasserstein gradient flows. These schemes are designed to preserve mass, positivity and to be uniquely solvable. In addition, they also ensure energy…

Numerical Analysis · Mathematics 2024-07-15 Shiheng Zhang , Jie Shen

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

Probability · Mathematics 2011-05-20 Karl-Theodor Sturm

Purpose: This study aims to assess the accuracy of degree adaptive strategies in the context of incompressible Navier-Stokes flows using the high order hybridisable discontinuous Galerkin (HDG) method. Design/methodology/approach: The work…

Fluid Dynamics · Physics 2024-11-12 Agustina Felipe , Ruben Sevilla , Oubay Hassan

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

Probability · Mathematics 2023-07-20 Pierre Monmarché

We introduce a framework for generating samples of a distribution given a finite number of its moments, targeted to particle-based solutions of kinetic equations and rarefied gas flow simulations. Our model, referred to as the…

Computational Physics · Physics 2023-08-08 Mohsen Sadr , Nicolas G. Hadjiconstantinou , M. Hossein Gorji

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…

Optimization and Control · Mathematics 2020-10-30 Lenaic Chizat , Pierre Roussillon , Flavien Léger , François-Xavier Vialard , Gabriel Peyré

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…

Numerical Analysis · Mathematics 2023-03-01 Marco Petrella , Remi Abgrall , Siddhartha Mishra

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

Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein-$2$ distance is essentially given by the sum of the mean, which decays…

Probability · Mathematics 2026-01-09 Gerardo Barrera , Paulo Henrique da Costa , Michael A. Högele

We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy…

Probability · Mathematics 2025-06-19 Jorge González Cázares , David Kramer-Bang , Aleksandar Mijatović

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

A new Wasserstein multi-element polynomial chaos expansion (WPCE) is proposed, which is inspired by recent advances in computational optimal transport for estimating Wasserstein distances. The developed method combines unsupervised learning…

Numerical Analysis · Mathematics 2024-10-17 Robert Gruhlke , Martin Eigel

We study transport distances on metric graphs representing gas networks. Starting from the dynamic formulation of the Wasserstein distance, we review extensions to networks, with and without the possibility of storing mass on the vertices.…

Analysis of PDEs · Mathematics 2026-01-22 Martin Burger , Ariane Fazeny , Gilles Mordant , Jan-Frederik Pietschmann

The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The…

Numerical Analysis · Mathematics 2020-07-21 Clément Cancès , Virginie Ehrlacher , Laurent Monasse

The paper considers a thermodynamically consistent phase-field model of a two-phase flow of incompressible viscous fluids. The model allows for a non-linear dependence of fluid density on the phase-field order parameter. Driven by…

Numerical Analysis · Mathematics 2023-09-27 Yerbol Palzhanov , Alexander Zhiliakov , Annalisa Quaini , Maxim Olshanskii

A general diffuse interface model with a realistic equation of state (e.g. Peng-Robinson equation of state) is proposed to describe the multi-component two-phase fluid flow based on the principles of the NVT-based framework which is a…

Numerical Analysis · Mathematics 2016-11-29 Jisheng Kou , Shuyu Sun