Related papers: Transient Acceleration and Cross-Dissipation Inter…
The universal critical behavior of the driven-dissipative non-equilibrium Bose-Einstein condensation transition is investigated employing the field-theoretical renormalization group method. Such criticality may be realized in broad ranges…
Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in turn has a fluid dynamic counterpart where the flow of…
We study the Fokker-Planck equation as the hydrodynamic limit of a stochastic particle system on one hand and as a Wasserstein gradient flow on the other. We write the rate functional, that characterizes the large deviations from the…
Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
This paper derives non-asymptotic error bounds for nonlinear stochastic approximation algorithms in the Wasserstein-$p$ distance. To obtain explicit finite-sample guarantees for the last iterate, we develop a coupling argument that compares…
We consider the Schr\"odinger bridge problem which, given ensemble measurements of the initial and final configurations of a stochastic dynamical system and some prior knowledge on the dynamics, aims to reconstruct the "most likely"…
We study dissipative phase transitions in a system of two coupled fully-connected quantum Ising models interacting with an environment. The dynamics is governed by a Lindblad master equation combining coherent unitary evolution and…
It is known that the trajectory of an endoreversibly driven system with minimal dissipation is a geodesic on the equilibrium state space. Thereby, the state space is equipped with the Riemannian metric given by the Hessian of the free…
We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…
We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…
We study the behavior of the Wasserstein-$2$ distance between discrete measures $\mu$ and $\nu$ in $\mathbb{R}^d$ when both measures are smoothed by small amounts of Gaussian noise. This procedure, known as Gaussian-smoothed optimal…
We study motion of tagged particles in a harmonic chain of active particles. We consider three models of active particle dynamics - run and tumble particle, active Ornstein-Uhlenbeck particle and active Brownian particle. We investigate the…
A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…
We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…
We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…
Many scientific systems, such as cellular populations or economic cohorts, are naturally described by probability distributions that evolve over time. Predicting how such a system would have evolved under different forces or initial…
In this paper we analyse a class of nonlinear cross-diffusion systems for two species with local repulsive interactions that exhibit a formal gradient flow structure with respect to the Wasserstein metric. We show that systems where the…
We construct a non-local Benamou-Brenier-type transport distance on the space of stationary point processes and analyse the induced geometry. We show that our metric is a specific variant of the transport distance recently constructed in…
The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…