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In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…

Probability · Mathematics 2025-10-21 Pierre Monmarché

We derive geometrical bounds on the irreversibility in both quantum and classical Markovian open systems that satisfy the detailed balance condition. Using information geometry, we prove that irreversible entropy production is bounded from…

Statistical Mechanics · Physics 2021-01-05 Tan Van Vu , Yoshihiko Hasegawa

We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…

Statistical Mechanics · Physics 2018-02-12 Paolo Butta` , Joel L. Lebowitz

The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

Probability · Mathematics 2023-09-26 Giovanni Conforti , Daniel Lacker , Soumik Pal

We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…

Mathematical Physics · Physics 2014-11-13 Tomohiro Sasamoto , Herbert Spohn

Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Onnheim

We introduce the Langevin deformation for the R\'enyi entropy on the $L^2$-Wasserstein space over $\mathbb{R}^n$ or a Riemannian manifold, which interpolates between the porous medium equation and the Benamou-Brenier geodesic flow on the…

Probability · Mathematics 2024-10-29 Rong Lei , Songzi Li , Xiang-Dong Li

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

Probability · Mathematics 2018-07-30 Laure Coutin , Laurent Decreusefond

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Probability · Mathematics 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…

Probability · Mathematics 2022-05-09 Paul Dario

Purely dissipative evolution equations are often cast as gradient flow structures, $\dot{\mathbf{z}}=K(\mathbf{z})DS(\mathbf{z})$, where the variable $\mathbf{z}$ of interest evolves towards the maximum of a functional $S$ according to a…

Mathematical Physics · Physics 2015-11-18 Celia Reina , Johannes Zimmer

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…

Probability · Mathematics 2016-01-11 Matthias Erbar , Jan Maas , Michiel Renger

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

Quantum Physics · Physics 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

Optimal transport plays a major role in the study of manifolds with Ricci curvature bounded below. Some results in this setting have been extended to super Ricci flows, revealing a unified approach to analysis on Ricci nonnegative manifolds…

Differential Geometry · Mathematics 2025-10-31 Marco Flaim , Erik Hupp

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…

Analysis of PDEs · Mathematics 2021-12-14 Lisa Beck , Daniel Matthes , Martina Zizza

We consider an infinite lattice system of interacting spins living on a smooth compact manifold, with short- but not necessarily finite-range pairwise interactions. We construct the gradient flow of the infinite-volume free energy on the…

Probability · Mathematics 2025-02-19 Ronan Herry , Thomas Leblé

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

We prove the equivalence between the notion of Wasserstein gradient flow for a one-dimensional nonlocal transport PDE with attractive/repulsive Newtonian potential on one side, and the notion of entropy solution of a Burgers-type scalar…

Analysis of PDEs · Mathematics 2013-10-16 Giovanni A. Bonaschi , José A. Carrillo , Marco Di Francesco , Mark A. Peletier
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