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It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

Probability · Mathematics 2020-07-28 Ronen Eldan , Omer Shamir

We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

Analysis of PDEs · Mathematics 2020-11-18 Farhan Abedin , Jun Kitagawa

We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The…

Analysis of PDEs · Mathematics 2016-06-29 Seonghak Kim , Baisheng Yan

It is proved that the solutions to the singular stochastic $p$-Laplace equation, $p\in (1,2)$ and the solutions to the stochastic fast diffusion equation with nonlinearity parameter $r\in (0,1)$ on a bounded open domain $\Lambda\subset\R^d$…

Probability · Mathematics 2012-05-08 Ioana Ciotir , Jonas M. Tölle

We investigate the $m$-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement $K$-convexity of the $m$-relative entropy is equivalent to the combination of the…

Differential Geometry · Mathematics 2011-07-05 Shin-ichi Ohta , Asuka Takatsu

We investigate fine global properties of nonnegative, integrable solutions to the Cauchy problem for the Fast Diffusion Equation with weights (WFDE) $u_t=|x|^\gamma\mathrm{div}\left(|x|^{-\beta}\nabla u^m\right)$ posed on…

Analysis of PDEs · Mathematics 2020-04-24 Matteo Bonforte , Nikita Simonov

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Numerical Analysis · Mathematics 2025-04-29 Chunlong Sun , Wenlong Zhang , Zhidong Zhang

We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…

Probability · Mathematics 2026-01-22 Tarika Mane , Amine Boukardagha

We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…

Analysis of PDEs · Mathematics 2020-03-30 Gabriele Grillo , Matteo Muratori , Fabio Punzo

This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…

Probability · Mathematics 2019-02-04 Adrian N. Bishop , Pierre Del Moral , Kengo Kamatani , Bruno Remillard

This paper is devoted to the adaptation of the method developed in [4,3] to a Fokker-Planck equation for fiber lay-down which has been studied in [1,5]. Exponential convergence towards a unique stationary state is proved in a norm which is…

Analysis of PDEs · Mathematics 2014-01-15 Jean Dolbeault , Axel Klar , Clément Mouhot , Christian Schmeiser

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…

Analysis of PDEs · Mathematics 2021-03-23 G. Toscani , M. Zanella

We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…

Machine Learning · Computer Science 2025-02-18 Stefano Bruno , Ying Zhang , Dong-Young Lim , Ömer Deniz Akyildiz , Sotirios Sabanis

We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…

Analysis of PDEs · Mathematics 2023-04-07 Alexander Mielke , Stefanie Schindler

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

Probability · Mathematics 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

We prove exponential convergence to the stationary measure for a class of 1d Lagrangian systems with random forcing in the space-periodic setting: $$ \phi_t+\phi_x^2/2=F^{\omega}, x \in S^1 = \mathbb{R}/\mathbb{Z}. $$ This confirms a part…

Dynamical Systems · Mathematics 2016-08-05 Alexandre Boritchev

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

Analysis of PDEs · Mathematics 2022-09-13 Isanka Garli Hevage , Akif Ibragimov , Zeev Sobol

We study the asymptotic behaviour of positive solutions of the Cauchy problem for the fast diffusion equation near the extinction time. We find a continuum of rates of convergence to a self-similar profile. These rates depend explicitly on…

Analysis of PDEs · Mathematics 2015-05-28 Marek Fila , Juan Luis Vazquez , Michael Winkler , Eiji Yanagida

We study an anisotropic, possibly non-homogeneous version of the evolution $p$-Laplacian equation when fast diffusion holds in all directions. We develop the basic theory and prove symmetrization results from which we derive $L^1$ to…

Analysis of PDEs · Mathematics 2021-05-11 Filomena Feo , Juan Luis Vazquez , Bruno Volzone

We consider the spatially homogeneous Boltzmann equation for inelastic hard spheres (with constant restitution coefficient $\alpha \in (0,1)$) under the thermalization induced by a host medium with a fixed Maxwellian distribution. We prove…

Analysis of PDEs · Mathematics 2015-07-20 José Alfredo Cañizo , Bertrand Lods
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