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The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

Numerical Analysis · Mathematics 2024-05-24 Yijie Jin , Shu Liu , Hao Wu , Xiaojing Ye , Haomin Zhou

This paper develops high-order well-balanced (WB) energy stable (ES) finite difference schemes for multi-layer (the number of layers $M\geqslant 2$) shallow water equations (SWEs) on both fixed and adaptive moving meshes, extending our…

Numerical Analysis · Mathematics 2025-03-18 Zhihao Zhang , Huazhong Tang , Junming Duan

We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…

Optimization and Control · Mathematics 2025-03-03 Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler

Recent results have shown that for two-layer fully connected neural networks, gradient flow converges to a global optimum in the infinite width limit, by making a connection between the mean field dynamics and the Wasserstein gradient flow.…

Optimization and Control · Mathematics 2020-07-16 Walid Krichene , Kenneth F. Caluya , Abhishek Halder

We analyze a variable-step extension of a family of arbitrarily high-order exponential time differencing multistep (ETD-MS) schemes recently developed by the authors. We prove that the schemes are unconditionally stable in the sense that a…

Numerical Analysis · Mathematics 2025-12-02 Wenbin Chen , Zhaohui Fu , Shun Wang , Xiaoming Wang

The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…

Probability · Mathematics 2021-06-21 Pierre Monmarché

In this paper we provide a detailed convergence analysis for an unconditionally energy stable, second-order accurate convex splitting scheme for the Modified Phase Field Crystal equation, a generalized damped wave equation for which the…

Numerical Analysis · Mathematics 2012-08-08 Arvind Baskaran , John Lowengrub , Cheng Wang , Steve Wise

We analyze the gradient flow of a potential energy in the space of probability measures when we substitute the optimal transport geometry with a geometry based on Sinkhorn divergences, a debiased version of entropic optimal transport. This…

Analysis of PDEs · Mathematics 2025-11-19 Mathis Hardion , Hugo Lavenant

There is extensive literature on accelerating first-order optimization methods in a Euclidean setting. Under which conditions such acceleration is feasible in Riemannian optimization problems is an active area of research. Motivated by the…

Optimization and Control · Mathematics 2025-09-23 Jiyoung Park , Abhishek Roy , Jonathan W. Siegel , Anirban Bhattacharya

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

Analysis of PDEs · Mathematics 2014-06-06 Katy Craig

This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

A relaxed notion of displacement convexity is defined and used to establish short time existence and uniqueness of Wasserstein gradient flows for higher order energy functionals. As an application, local and global well-posedness of…

Analysis of PDEs · Mathematics 2012-01-18 Ehsan Kamalinejad

We study multi-objective optimization over probability distributions in Wasserstein space. Recently, Nguyen et al. (2025) introduced Multiple Wasserstein Gradient Descent (MWGraD) algorithm, which exploits the geometric structure of…

Machine Learning · Computer Science 2026-01-28 Dai Hai Nguyen , Duc Dung Nguyen , Atsuyoshi Nakamura , Hiroshi Mamitsuka

In this article we present the first better than second order accurate unstructured Lagrangian-type one-step WENO finite volume scheme for the solution of hyperbolic partial differential equations with non-conservative products. The method…

Numerical Analysis · Mathematics 2013-04-18 Michael Dumbser , Walter Boscheri

Despite the many advances in the use of weakly-compressible smoothed particle hydrodynamics (SPH) for the simulation of incompressible fluid flow, it is still challenging to obtain second-order convergence even for simple periodic domains.…

Numerical Analysis · Mathematics 2022-09-07 Pawan Negi , Prabhu Ramachandran

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

Two-fluid relativistic plasma flow equations combine the equations of relativistic hydrodynamics with Maxwell's equations for electromagnetic fields, which involve divergence constraints for the magnetic and electric fields. When developing…

Numerical Analysis · Mathematics 2025-03-27 Jaya Agnihotri , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar , Dinshaw S. Balsara

A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded…

Numerical Analysis · Mathematics 2024-01-04 Aekta Aggarwal , Veerappa Gowda G. D. , Sudarshan Kumar K

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

Machine Learning · Computer Science 2025-09-23 Stefano Bruno , Sotirios Sabanis