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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

In this work, we propose a numerical method to compute the Wasserstein Hamiltonian flow (WHF), which is a Hamiltonian system on the probability density manifold. Many well-known PDE systems can be reformulated as WHFs. We use parameterized…

Numerical Analysis · Mathematics 2023-07-18 Hao Wu , Shu Liu , Xiaojing Ye , Haomin Zhou

We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces…

Machine Learning · Computer Science 2021-02-16 Yifei Wang , Peng Chen , Wuchen Li

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…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…

Analysis of PDEs · Mathematics 2026-03-05 Joao Miguel Machado

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…

Optimization and Control · Mathematics 2021-04-19 Wuchen Li , Guido Montufar

This is an expository paper on the theory of gradient flows, and in particular of those PDEs which can be interpreted as gradient flows for the Wasserstein metric on the space of probability measures (a distance induced by optimal…

Analysis of PDEs · Mathematics 2016-09-14 Filippo Santambrogio

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…

Analysis of PDEs · Mathematics 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…

Machine Learning · Computer Science 2026-04-14 Chengyu Liu , Xiang Zhou

This paper studies the numerical approximation of the ground state of the Gross-Pitaevskii (GP) eigenvalue problem with a fully discretized Sobolev gradient flow induced by the $H^1$ norm. For the spatial discretization, we consider the…

Numerical Analysis · Mathematics 2024-09-04 Ziang Chen , Jianfeng Lu , Yulong Lu , Xiangxiong Zhang

We propose a new normalized Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem based on an energy inner product that depends on time through the density of the flow itself. The gradient flow is well-defined and converges to…

Numerical Analysis · Mathematics 2020-04-03 Patrick Henning , Daniel Peterseim

The sliced Wasserstein flow (SWF), a nonparametric and implicit generative gradient flow, is transformed into a Liouville partial differential equation (PDE)-based formalism. First, the stochastic diffusive term from the Fokker-Planck…

Machine Learning · Statistics 2026-05-12 Jayshawn Cooper , Pilhwa Lee

This paper concerns the mathematical and numerical analysis of the $L^2$ normalized gradient flow model for the Gross--Pitaevskii eigenvalue problem, which has been widely used to design the numerical schemes for the computation of the…

Numerical Analysis · Mathematics 2025-11-03 Tianyang Chu , Xiaoying Dai , Jing Wu , Aihui Zhou

We study the ground states of the extended Gross--Pitaevskii equation with the Lee--Huang--Yang correction from both theoretical and numerical perspectives. Starting from the three-dimensional model, we derive reduced one- and…

Mathematical Physics · Physics 2026-04-29 Weijie Huang , Yang Liu , Xinran Ruan

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

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…

Numerical Analysis · Mathematics 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen

In this paper we bring together some of the key ideas and methods of two disparate fields of mathematical research, frame theory and optimal transport, using the methods of the second to answer questions posed in the first. In particular,…

Functional Analysis · Mathematics 2022-12-01 Clare Wickman , Kasso Okoudjou

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…

Probability · Mathematics 2025-04-17 Martin Huesmann , Hanna Stange
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