Related papers: Monotone Multispecies Flows
We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the…
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 present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…
We consider the Dirichlet problem for a compressible two-fluid model in three dimensions, and obtain the global existence of weak solution with large initial data and independent adiabatic constants \Gamma,\gamma>=9/5. The pressure…
This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…
Persistence diagrams, an important summary in topological data analysis, consist of a set of ordered pairs, each with positive multiplicity. Persistence diagrams are obtained via Mobius inversion and may be compared using a one-parameter…
For free energies of the form \[ F(\mu) = E(\mu) + \sigma\int_\Omega \mu\log\mu\,dx, \quad \sigma > 0, \] we study the Wasserstein gradient flow, a continuity equation also known as mean-field Langevin dynamics, around a stationary state…
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…
Numerous infinite dimensional dynamical systems arising in different fields have been shown to exhibit a gradient flow structure in the Wasserstein space. We construct Two Point Flux Approximation Finite Volume schemes discretizing such…
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents in the presence of mean-field interactions. The individual admissible controls are constrained in closed convex…
We construct a non reversible exclusion process with Bernoulli product invariant measure and having, in the diffusive hydrodynamic scaling, a non symmetric diffusion matrix, that can be explicitly computed. The antisymmetric part does not…
We examine a class of stochastic mirror descent dynamics in the context of monotone variational inequalities (including Nash equilibrium and saddle-point problems). The dynamics under study are formulated as a stochastic differential…
We consider 2-player zero-sum stochastic games where each player controls his own state variable living in a compact metric space. The terminology comes from gambling problems where the state of a player represents its wealth in a casino.…
The formation of codimension-one interfaces for multi-well gradient-driven problems is well-known and established in the scalar case, where the equation is often referred to as the Allen-Cahn equation. The proofs rely for a large on a…
The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…
We study a thermodynamically consistent diffuse-interface model that describes the motion of two macroscopically immiscible, incompressible, and viscous Newtonian fluids with unmatched densities. This model is compatible with continuum…
We simulate by lattice Boltzmann the steady shearing of a binary fluid mixture undergoing phase separation with full hydrodynamics in two dimensions. Contrary to some theoretical scenarios, a dynamical steady state is attained with finite…
We study a thermodynamically consistent diffuse interface model that describes the motion of a two-phase flow of two viscous incompressible Newtonian fluids with unmatched densities and a soluble surfactant in a bounded domain of two or…