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Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We describe a formal procedure to obtain and specify the general form of a marginal distribution for the Lagrangian acceleration of fluid particle in developed turbulent flow using Langevin type equation and the assumption that velocity…
Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…
A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…
This work provides reliable a posteriori error estimates for Runge-Kutta discontinuous Galerkin approximations of nonlinear convection-diffusion systems. The classes of systems we study are quite general with a focus on convection-dominated…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
Since Kramers' pioneering work in 1940, significant efforts have been devoted to studying Langevin equations applied to physical and chemical reactions projected onto few collective variables, with particular focus on the inference of their…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
Recent experimental results indicate that mixing is enhanced by a reciprocal flow induced inside a levitated droplet with an oscillatory deformation [T. Watanabe et al. Sci. Rep. 8, 10221 (2018)]. Generally, reciprocal flow cannot convect…
In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…
Mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional defined over the space of probability distributions. MFLD has gained attention due to its connection with noisy gradient descent for mean-field…
We investigate a class of simple models for Langevin dynamics of turbulent flows, including the one-layer quasi-geostrophic equation and the two-dimensional Euler equations. Starting from a path integral representation of the transition…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
We consider a viscous approximation for a nonlinear degenerate convection-diffusion equations in two space dimensions, and prove an $L^1$ error estimate. Precisely, we show that the $L^1_{\mathrm{loc}}$ difference between the approximate…
This paper develops a framework connecting discrete adjoint gradient-error analysis with an optimization method that uses directional error tolerances, and applies it to airfoil shape optimization governed by a conservative full-potential…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…
The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…
We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…