Related papers: Variational structure of Fokker-Planck equations w…
The Fokker-Planck equation is one of the fundamental equations in nonequilibrium statistical mechanics, and this equation is known to be derived from the Wasserstein gradient flow equation with a free energy. This gradient flow equation…
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 consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we…
We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of…
Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…
Motivated by a recent paper by Barrett and S\"uli [J.W. Barrett & E. S\"uli: Existence of global weak solutions to compressible isentropic finitely extensible bead-spring chain models for dilute polymers, Math. Models Methods Appl. Sci., 26…
This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…
We prove the convergence of a Wasserstein gradient flow of a free energy in inhomogeneous media. Both the energy and media can depend on the spatial variable in a fast oscillatory manner. In particular, we show that the gradient-flow…
We develop a gradient-flow framework based on the Wasserstein metric for a parabolic moving-boundary problem that models crystal dissolution and precipitation. In doing so we derive a new weak formulation for this moving-boundary problem…
We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…
We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…
Considerable progress has recently been made with geometrical approaches to understanding and controlling small out-of-equilibrium systems, but a mathematically rigorous foundation for these methods has been lacking. Towards this end, we…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
We analyze the sensitivity of solutions to the Fokker-Planck equation with respect to some unknown parameter. Our main result is to provide quantitative upper bounds for the $p$-Wasserstein distance $\mathcal{W}_p$ between two solutions…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
Hydrodynamics describes the evolution of macroscopic states in non--equilibrium thermodynamics. Following Onsager reciprocal relations, one can formulate a large class of hydrodynamic equations as gradient flows of free energies. In recent…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
The incompressible Navier-Stokes (NS) equation is known to govern the hydrodynamic limit of essentially any fluid and its rich non-linear structure has critical implications in both mathematics and physics. The employability of the methods…
This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the…