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We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier…

Numerical Analysis · Mathematics 2012-09-05 O. P. Bruno , A. Prieto

We consider the so-called transport-Stokes system which describes sedimentation of inertialess suspensions in a viscous flow and couples a transport equation and the steady Stokes equations in the full three-dimensional space. First we…

Analysis of PDEs · Mathematics 2022-09-26 Amina Mecherbet , Franck Sueur

We compute the transport coefficients (drag and momentum diffusion) of the low-lying heavy baryons $\Lambda_c$ and $\Lambda_b$ in a medium of light mesons formed at the later stages of high-energy heavy-ion collisions. We employ the…

High Energy Physics - Phenomenology · Physics 2016-08-17 Laura Tolos , Juan M. Torres-Rincon , Santosh K. Das

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

Analysis of PDEs · Mathematics 2011-11-01 J. A. Carrillo , L. C. F. Ferreira , J. C. Precioso

We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…

Analysis of PDEs · Mathematics 2024-05-22 Charles Bertucci

We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…

Analysis of PDEs · Mathematics 2021-05-04 Jin Feng , Toshio Mikami , Johannes Zimmer

We analyze the stability and dynamics of bistable planar fronts in multicomponent reaction-diffusion systems on $\mathbb{R}^{d}$. Under standard spectral stability assumptions, we establish Lyapunov stability of the front against fully…

Analysis of PDEs · Mathematics 2026-01-12 Björn de Rijk , Joris van Winden

We establish guarantees for the unique recovery of vector fields and transport maps from finite measure-valued data, yielding new insights into generative models, data-driven dynamical systems, and PDE inverse problems. In particular, we…

Machine Learning · Statistics 2026-04-10 Jonah Botvinick-Greenhouse , Yunan Yang

We discuss $L^p$ integrability estimates for the solution $u$ of the advection-diffusion equation $\partial_t u + \mathrm{div} (bu) = \Delta u$, where the velocity field $b \in L^r_t L^q_x$. We first summarize some classical results proving…

Analysis of PDEs · Mathematics 2017-02-02 Stefano Bianchini , Maria Colombo , Gianluca Crippa , Laura V. Spinolo

The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…

Numerical Analysis · Mathematics 2020-06-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

Probability · Mathematics 2025-03-27 Xicheng Zhang

We give a transport proof of a discrete version of the displacement convexity of entropy on integers (Z), and get, as a consequence, two discrete forms of the Pr{\'e}kopa-Leindler Inequality : the Four Functions Theorem of Ahlswede and…

Probability · Mathematics 2019-05-13 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of…

Optimization and Control · Mathematics 2026-03-23 Bohdan Bulanyi

We prove the transportation inequality with the uniform norm for the laws of diffusion processes with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest.

Probability · Mathematics 2010-11-05 Ali Suleyman Ustunel

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two indistinguishable fluids. The enhancement of the diffusive transport depends on the system size L and grows…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…

Plasma Physics · Physics 2007-11-05 D. F. Escande , F. Sattin

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…

Analysis of PDEs · Mathematics 2025-02-18 Lucio Galeati , James-Michael Leahy , Torstein Nilssen