Related papers: Forward Euler for Wasserstein Gradient Flows: Brea…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
We present numerical simulations of the three-dimensional Galerkin truncated incompressible Euler equations that we integrate in time while regularizing the solution by applying a wavelet-based denoising. For this, at each time step, the…
Diffusion generative models have emerged as powerful tools for producing synthetic data from an empirically observed distribution. A common approach involves simulating the time-reversal of an Ornstein-Uhlenbeck (OU) process initialized at…
We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…
Policy gradients methods often achieve better performance when the change in policy is limited to a small Kullback-Leibler divergence. We derive policy gradients where the change in policy is limited to a small Wasserstein distance (or…
In this paper we study the harmonic map heat flow problem for a radially symmetric case. The corresponding partial dfferential equation plays a key role in many analyses of harmonic map heat flow problems. We consider a basic discretization…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the…
A basic example of shear flow was introduced by DiPerna and Majda to study the weak limit of oscillatory solutions of the Euler equations of incompressible ideal fluids. In particular, they proved by means of this example that weak limit of…
Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…
We consider the problem of sampling from a probability distribution $\pi$. It is well known that this can be written as an optimisation problem over the space of probability distribution in which we aim to minimise the Kullback--Leibler…
We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…
In this paper, a backward Euler method combined with finite element discretization in spatial direction is discussed for the equations of motion arising in the $2D$ Oldroyd model of viscoelastic fluids of order one with the forcing term…
In recent work we have developed a renormalization framework for stabilizing reduced order models for time-dependent partial differential equations. We have applied this framework to the open problem of finite-time singularity formation…
A popular method to perform adversarial attacks on neuronal networks is the so-called fast gradient sign method and its iterative variant. In this paper, we interpret this method as an explicit Euler discretization of a differential…
Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…
We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete…
This article is concerned with the existence of nonnegative weak solutions to a particular fourth-order partial differential equation: it is a formal gradient flow with respect to a generalized Wasserstein transportation distance with…
We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…
Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…